r = corrmap(A,y,dim) returns an (N-1)-dimensional array of correlation coefficients between y and A along dimension dim of A.
Note: This is version 1. It performs well for small data sets, but is somewhat slow for large data sets. The small examples in the demo file (size 3x4x1095) return a 3x4 map of correlation coefficients in 0.004133 seconds on my laptop. When testing with a larger 26x360x12000 data set, it takes my machine nearly a minute to return the 26x360 map. If you have suggestions for how to increase the speed of this function for large data sets, please let me know.
Chad Greene (2020). corrmap correlation coefficients (https://www.mathworks.com/matlabcentral/fileexchange/46433-corrmap-correlation-coefficients), MATLAB Central File Exchange. Retrieved .
Added live scripts
Inclusion of demo file.