Correlation

[FDOUT, FREQ_AXIS] = FDCORR(A,B,FRANGE)FDCORR Joint frequency and delay correlation Performs an efficient circular cross correlation between two vectors over all possible frequency offsets (Dopplers) between -pi and pi where 2pi is the sampling rate.A: vector representing received signal sampled...

Uses fft to calculate the circular cross correlation of two periodic signal vectors.This is equivalent to xc(k)=sum(u1.*circshift(u2,k)), but much faster (on the order of 500 times faster for a 1024 point signal).The package also includes two examples. One checks the calculation against the...

A package of Matlab functions for exploring spatial patterns of correlation in high resolution climate data. Cross-similarity parameters (dominant lag, max-similarity, window cross-similarity) are calculated for each pair of records and presented on maps as well as plots with an intersite...


Platforms: Matlab

Calculates 6 different intraclass correlation coefficients based on the schema described by Shrout & Fleiss (Psychol Bull. 1979;86:420-428). See comments in code.


Platforms: Matlab

Calculates point biserial correlation and tests for significance with either ttest or ranksum test.


Platforms: Matlab

The solution of the nearest correlation matrix applies the hypershpere or spectral decomposition methods as outlined in Monte Carlo methods in Finance by Peter Jackel, Chapter 6.Use CorrelationExample.m that applies a simple example for the two cases.


Platforms: Matlab

Calculate windowed cross correlation between two signals A and B up to a pre-defined lag. Usage is similar to the Matlab function SPECGRAM.


Platforms: Matlab

StatsEasy Correlation is an online Java applet that allows you to compute the Coefficient of Correlation, it displays the results along with a scatter diagram and line graph. Some knowledge of statistics is required.


Platforms: Any Browser+Java

This code calculates the cross-correlation for specified time windows over the duration of two input signals. The time windows can be shifted by increments smaller than the time window length. The code is based upon the 'xcorr' function.


Platforms: Matlab

The program takes the columns of an input matrix and calculates the auto and cross correlation of these columns using an fft method. The result is very similar to the xcorr function. This method could be used to evaluate the cross correlation of repeating code sequences, and other similar...


Platforms: Matlab

It calculates the Spearman rank correlation coefficient from 2 or more data sets, and the associated t-test and p-values. The code is adapted with major changes from the Numerical Recipes book (http://www.nr.com/)Example:>> x = [1 2 3 3 3]';>> y = [1 2 2 4 3; rand(1,5)]';>> [r,t,p] = spear(x,y)>>...


Platforms: Matlab

Computes the distance 2-point correlation function of a finite 2D lattice. The functions is:[ coorfun r] = twopointcorr(x,y,width,height,dr)Where x is the list of x coordinates of lattice points. y is the list of y coordinates of the lattice points, width is the width of the lattice, height is...


Platforms: Matlab

The correlation coefficient calculation is implemented not with built-in function corr or corr2 but with conv2. Function corr is relatively slow for template matching purpose and it is also required extra considerations on controlling the boundary and selecting region of interest on the frame...


Platforms: Matlab

This package only contains the digital image correlation .m file, for the full suite you need to download the 'digital image correlation and tracking' (ID: 12413) files.automate_image_parinteractive.m works similar to automate_image.m but must be run in pmode!!!!Therefore you have to start...


Platforms: Matlab

The function is "remix" of native matlab cov2corr() function, which produces correlation matrix with elements on its main diagonal slightly greater or less then 1. So it can't be used in various further computations, for example in squareform() function.The problem can be resolved simply by...


Platforms: Matlab

MVLOGNRAND MultiVariate Lognormal random numbers with correlation.This function will generate multivariate lognormal random numbers with correlation.Often one would simulation a lognormal distribution by first simulating a normal and then taking the exponent of it.If you provide the correlation...


Platforms: Matlab

normxcorr2_general computes the normalized cross-correlation of matrices TEMPLATE and A. The resulting matrix C contains correlation coefficients and its values may range from -1.0 to 1.0.Limitations of normxcorr2:The documentation of normxcorr2 states that, "The matrix A must be larger than the...


Platforms: Matlab

It generates a stochastic field on a squared space. Samples are created by Latin hypercube sampling and the spatial correlation is performed by an algorithm based on Cholesky decomposition. Example inside.


Platforms: Matlab

Find Displacement between images by using cross-correlation.Easy:[dr,dc]=findoff(unreg,ref)


Platforms: Matlab

Implementation of Nicholas J. Higham's algorithm "Computing the Nearest Correlation Matrix - A Problem from Finance", 2002.http://eprints.ma.man.ac.uk/232/01/covered...S_ep2006_70.pdf


Platforms: Matlab