CODEWITHSUNDEEP
matlab
user3460203
user3460203

Reputation: 27

Correlation of curves using Matlab

I have two sets of data. Each of them is a matrix and they have two columns, first column represents index x and second represents y. I want to see how similar are the curves of these datasets. In other words I need to have the correlation of these two curves represented by two matrices. Thanks for help.

Upvotes: 0

Views: 2425

Answers (1)

Benoit_11
Benoit_11

Reputation: 13945

You might be looking for the corr2 function which calculates the correlation coefficient for each corresponding values in your matrices:

CorrMatrix = corr2(A,B)

plot(x,CorrMatrix);

Is that what you meant? If not please don't hesitate to ask for more details.

For matrices of unequal size I think you only have these options:

If you have the Signal Processing Toolbox you can use the cross-correlation function xcorr2, otherwise you can do the following:

1)either you calculate the correlation of you data where you use a part of the larger matrix so that the number of elements are similar: (the values I use are really dummy values sorry.)

    clear 
    clc

    % Create dummy matrices of unequal sizes
    x =1:10;
    x2 = 1:6;

    A(:,1) = x;
    A(:,2) = sin(x);

    B(:,1) = x2;
    B(:,2) = cos(x2);

    A,B

    C = corr2(A(1:6,:),B)

A =

    1.0000    0.8415
    2.0000    0.9093
    3.0000    0.1411
    4.0000   -0.7568
    5.0000   -0.9589
    6.0000   -0.2794
    7.0000    0.6570
    8.0000    0.9894
    9.0000    0.4121
   10.0000   -0.5440


B =

    1.0000    0.5403
    2.0000   -0.4161
    3.0000   -0.9900
    4.0000   -0.6536
    5.0000    0.2837
    6.0000    0.9602


C =

    0.9463

or 2)

After some googling I saw that a similar question was posted here, in which it said that you can play around with Fourier transforms to get the correlation:

Cross-correlation in matlab without using the inbuilt function?

Upvotes: 1

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