Windowed Cross Correlation (corrgram)
version 1.0.0.0 (2.88 KB) by
Norbert Marwan
Computes windowed cross correlation
Calculate windowed cross correlation between two signals A and B up to a pre-defined lag. Usage is similar to the Matlab function SPECGRAM.
Cite As
Norbert Marwan (2021). Windowed Cross Correlation (corrgram) (https://www.mathworks.com/matlabcentral/fileexchange/15299-windowed-cross-correlation-corrgram), MATLAB Central File Exchange. Retrieved .
Comments and Ratings (4)
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R12
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Hi, is it possible to calculate the significance of the correlations?
I agree
Very useful tool, something that should be available as a built-in.
I'm getting an out of memory error for two ~300000 element vectors - it seems that Matlab should be able to handle data of that size. The problem is with the X=buffer(...) on line 87, and I'm looking into it myself but I thought I'd post a message too.