movcorr(x, y, k, varargin): Compute windowed correlation coefficient

Compute a moving correlation for two vectors x & y in analogy to the MOV* functions.

버전 1.4.0.0 (10.9 KB)
다운로드 수: 2.3K
(2)
2017/12/14

이 제출물을 팔로우합니다

Computes the Pearson product-moment correlation coefficient r over a moving window for two vectors x & y. This is
basically a wrapper to MOVSUM and the low-memory overhead computation of r. See second formula in
https://en.wikipedia.org/wiki/Pearson_correlation_coefficient#For_a_sample

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다운로드 수: 5.6K

4.30 / 5 (8)

인용 양식

David J. Mack (2026). movcorr(x, y, k, varargin): Compute windowed correlation coefficient (https://kr.mathworks.com/matlabcentral/fileexchange/65342-movcorr-x-y-k-varargin-compute-windowed-correlation-coefficient), MATLAB Central File Exchange. 검색 날짜: .

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버전 퍼블리시됨 릴리스 정보
1.4.0.0

[MOD]
- Now returns NaN for zero-variances, to be consistent with CORR.
1.3.0.0

[ADD]
- Output n to return the local window sizes (useful for computing partial correlations).
- Name-value input 'MinN' to control how many samples are needed in a local window to compute r.
1.2.0.0

Fix in input parser.
[ADD]
- Name-value input 'Tail' and according p-value output.
[MOD]
- Now uses INPUTPARSER. Changes error messages for invalid inputs.
[FIX]
- Erroneous window size computation when using k = [nB, nF].
- Complex output when using numeric endpoints.
1.1.0.0

Forgot file update
Computation of r with NaNs + omitnan flag now gives same results as CORR(...,'Rows','pairwise').
1.0.0.0

Added ML-FEX ID to description.