Fortran Correlation

The MATLAB Compiler (v4, R14 onwards) can package MATLAB code into an executable or C/C++ shared library. Calling a C shared library from Fortran, however, can be difficult. The mixed-language issue is C vs. Fortran calling conventions. This is an example of how to call a 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)>>...

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

SYNTAX: B = fulltosparse(A)A = full 2-dimensional double matrixB = sparse 2-dimensional double matrix version of AThis example demonstrates how to populate a sparse matrix. For the purpose of this example, you must pass in a non-sparse 2-dimensional argument of type double. fulltosparse.for is...


Platforms: Matlab

Here are some configuration files to allow the mex -setup being withi) Intel Fortran 8.1 with MS Visual Studio 2003ii) Intel Fortran 10.1 with MS Visual Studio 2005


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

There is not yet any official support for use of the latest Intel 9.1 fortran compiler with MEX. The official support is for 9.0 and requires Visual Studio/C++ 2003 for the linker.This MEX options file works for the latest 9.1 fortran compiler and Visual Studio 2005.The path for the compiler and...


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

References:Fisher, N.I. and A.J. Lee (1983) A correlation coefficient for circular data. Biometrika Trust. 70(2):327-332 http://biomet.oxfordjournals.org/cgi/conte...stract/70/2/327Fisher, N.I. (1996) Statistical Analysis of Circular Data. Cambridge University Press.ISBN 0521568900,...


Platforms: Matlab

This function computes double block bootstrap percentile confidence intervals and bootstrap standard errors for the Pearson correlation coefficient r and Fisher's z = atanh(r).References:-Efron, B. and R.J. Tibshirani (1993): An Introduction to the Bootstrap, Chapman & Hall.-BdoDshlmann, P. and...


Platforms: Matlab

This function computes a double block bootstrap percentile confidence interval and a bootstrap standard error for the difference of two z-transformed Pearson correlation coefficients. The z-statistic is defined as Zd = z1-z2 = atanh(r1)-atanh(r2), where r1 is the Pearson correlation coefficient...


Platforms: Matlab

CORRPERC performs a bootstrap (of size equal to n_iters) on correlation matrices of input variable Y and computes the percentiles corrsperc (according to input perc) of each correlation. The function also provides the standard deviation corrstd for each correlation.[corrsperc, corrstd] =...


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

ShadedCorrelationTable produces a correlation table for a set of variables, enhanced graphically with shading according to correlation values.Upper or lower ranges of correlation values may be highlighted through the interface controls. Two methods are provided to do this: a decay function that...


Platforms: Matlab