prcorr2 - 10 times faster correlation coef.

Compute correlation coefficient over all dimensions.

This is a faster implementation of MATLAB's corr2. Implemented as a mex-file generated with the ITERATOR tool that can be downloaded from www.mathworks.com

Re compile the source with MEX -O prcorr2.c

C = PRCORR2(A,B) computes the correlation between A and B. A and B are arrays witn any number of dims but with same number of elements

Class Support
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A and B can be any numeric type but not complex value. C is a scalar double.

See also CORR2, CORRCOEF, STD2, ITERATOR, MEX

In future I may complement this fast function with a set of them that can replace some slow MATLAB functions.

(C) 2003 Peter Rydesäter, http://www.rydesater.com