movcorr(x, y, k, varargin): Compute windowed correlation coefficient

Compute a moving correlation for two vectors x & y in analogy to the MOV* functions.

Version 1.4.0 (4.91 KB)
2.4K Downloads
(2)
14 Dec 2017
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Cite As

David J. Mack (2026). movcorr(x, y, k, varargin): Compute windowed correlation coefficient (https://ch.mathworks.com/matlabcentral/fileexchange/65342-movcorr-x-y-k-varargin-compute-windowed-correlation-coefficient), MATLAB Central File Exchange. Retrieved .

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MATLAB Release Compatibility

  • Compatible with any release

Platform Compatibility

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  • Linux
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Version Published Release Notes
1.4.0

[MOD]
- Now returns NaN for zero-variances, to be consistent with CORR.
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1.3.0

[ADD]
- Output n to return the local window sizes (useful for computing partial correlations).
- Name-value input 'MinN' to control how many samples are needed in a local window to compute r.
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1.2.0

Fix in input parser.
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1.1.0

Forgot file update
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1.0.0

Added ML-FEX ID to description.
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