prcorr2 - 10 times faster correlation coef.

Version 1.0.0.0 (33.5 KB) by Peter Rydesäter
Compute correlation coefficient over all dimensions.
3.3
(6)
6.5K Downloads
Updated 30 Sep 2003

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This is a faster implementation of MATLAB's corr2. Implemented as a mex-file generated with the ITERATOR tool that can be downloaded from www.mathworks.com

Re compile the source with MEX -O prcorr2.c

C = PRCORR2(A,B) computes the correlation between A and B. A and B are arrays witn any number of dims but with same number of elements

Class Support
-------------
A and B can be any numeric type but not complex value. C is a scalar double.

See also CORR2, CORRCOEF, STD2, ITERATOR, MEX

In future I may complement this fast function with a set of them that can replace some slow MATLAB functions.

(C) 2003 Peter Rydesäter, http://www.rydesater.com

Cite As

Peter Rydesäter (2024). prcorr2 - 10 times faster correlation coef. (https://www.mathworks.com/matlabcentral/fileexchange/4012-prcorr2-10-times-faster-correlation-coef), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R13
Compatible with any release
Platform Compatibility
Windows macOS Linux
Acknowledgements

Inspired by: TCP/UDP/IP Toolbox 2.0.6

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Version Published Release Notes
1.0.0.0