Calculating correlation matrix from time series in an array

I have a cell array with 164 entities, each with an entry of 193X1 time points. I need to create a correlation matrix of the dimension 164X164 with pearson correlations. How can I go about doing that?

Answers (1)

Use corrcoef() but first convert the matrix to correct form
C = % 164 elements cell array
Cv = [C{:}]; % creating a matrix
coff_matrix = corrcoef(Cv); % 164x164 matrix

4 Comments

Thanks, and if I have multiple arrays like that, and want to load them separately and run this code snippet for each of them and store separately, how do I do that?
That depends how are they stored. Are they stored in .mat file? How to you want to store the output?
Yes they are stored as .mat files, I want to store the outputs separately as they were initially stored , just introduce the workspace variable of the correlation matrix.
Without more information about the content of each mat file (i.e., names of variables) and how they are stored, it is difficult to give an exact solution.

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on 21 Sep 2020

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on 21 Sep 2020

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