Formula for cross-correlation in matlab

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Sagar
Sagar am 9 Mär. 2016
Beantwortet: Sagar am 11 Mär. 2016
When we calculate cross correlation using the function 'xcorr' with 'coeff' option, does the function calculate Pearson correlation coefficient or something else?

Akzeptierte Antwort

Sagar
Sagar am 11 Mär. 2016
It looks like that 'xcorr' does not calculate Pearson correlation coefficient directly. To get Pearson correlation coefficient, we have to remove the mean first and then call 'xcorr' which will then give Pearson correlation coefficient.

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dpb
dpb am 9 Mär. 2016
In the Statistics Toolbox, see
doc corr

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