CODEWITHSUNDEEP
matlabstatisticsdistance
user3176316
user3176316

Reputation: 29

Correlation coefficient between rows of two matrices

I have the following code, how will I be able to simplify it using the function as it currently runs pretty slow, assume X is 10x7 and Y is 4x7 and D is a matrix stores the correlation between each pair of vectors. If the solution is to use the xcorr2 function can someone show me how it is done?

for i = 1:4
    for j = 1:10
        D(j,i) = corr2(X(j,:),Y(i,:));
    end
end

Upvotes: 3

Views: 2704

Answers (3)

A. Donda
A. Donda

Reputation: 8467

With corrcoef you can do this without a loop, and without using a toolbox:

D = corrcoef([X', Y']);
D = D(1 : size(X, 1), end - size(Y, 1) + 1 : end);

A drawback is that more coefficients are computed than necessary.

The transpose is necessary because your matrices do not follow the Matlab convention to enumerate samples with the first index and variables with the second.

Upvotes: 0

Luis Mendo
Luis Mendo

Reputation: 112659

Use pdist2 (Statistics toolbox) with 'correlation' option. It's faster than your code (even with preallocation), and requires just one line:

D = 1-pdist2(X,Y,'correlation');

Upvotes: 5

Dennis Jaheruddin
Dennis Jaheruddin

Reputation: 21563

Here is how I would do it:

First of all, store/process your matrix transposed. This makes for easier use of the correlation function.

Now assuming you have matrices X and Y and want to get the correlations between combinations of columns, this is easily achieved with a single loop:

  1. Take the first column of X
  2. use corrcoef to determine the correlation with all columns of Y at once.
  3. As long as there is one, take the next column of X

Alternate to this, you can check whether it helps to replace corr2 in your original code with corr, xcorr or corrcoef and see which one runs fastest.

Upvotes: 0

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