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

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

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

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

AMI computes and plots average mutual information (ami) and correlation of univariate or bivariate time series for different values of time lag.USAGE: [amis corrs] = ami(xy,nBins,nLags)INPUT: xy: either univariate (x) or bivariate ([x y]) time series data. If bivariate time series are given then...


Platforms: Matlab

WikSpeak is a tool that allows non-native English speakers to analyze the correlation between the pronunciation and spelling of English words. This program is a simple and fast graphic interface which can retrieve the phonetic transcription ( IPA ) and the pronunciation of any English word, while...


Platforms: *nix

OSSIM aims to unify network monitoring, security, correlation, and qualification in one single tool. The project combines Snort, BASE, NTOP, Nagios, nmap, nessus, and rrdtool to provide the user with full control over every aspect of networking or security..


Platforms: *nix

KCorrMeter is a correlation meter. KCorrMeter is used to display the quality of an audio stereo signal. Sound engineers will definitely have seen such a tool in the studio and know how to use it. You can use it to adjust the head of your tape machine. If it isnt mounted in the right angle...


Platforms: *nix

The correlation function calculated from one realization of an ensemble is inherently flawed since the expectation operation does not come into play. Hence it is important to have an idea of the variance in the correlation function.


Platforms: Matlab

Circularly shifts input data in matrix by columns, according to cross correlation maximum index.


Platforms: Matlab

This script applies the Maximum Correlation Cross on SST images, to estimate the superficial ocean currents


Platforms: Matlab

Converts between correlation coefficient and Fisher's z


Platforms: Mac

The goal of this project is to develop an open source event correlator called SEC (Simple Event Correlator) that could be used for network management, log file monitoring, security management, and other tasks which involve event correlation.


Platforms: Windows, Mac, Linux

'Statistics for MySQL' provides additional statistical functions (like Pearson's coefficient of correlation) which are missing in MySQL. DLLs for 32 and 64bit Windows as well as makefiles for Linux are available.


Platforms: Windows, Mac, BSD, Linux

In Radars, range resolution and long range of operation are the two important aspects. Long range operation means the maximum distance over which radar can detect the targets. The radar transmit modulated pulses to take the advantages of better processing gain and resolution of these waveforms...


Platforms: Matlab

This program performs a Monte Carlo simulation of a coherent QPSK communication system and plot the error probability performance over additive whit Gaussian noise channel. The detection is based on correlation metric. Simulation is performed for 10,000 bits and measurements are made accordingly.


Platforms: Matlab