xcorrpvalue

Version 1.2 (1.72 KB) by Alex Backer
Yields p value of the max absolute value of a cross correlation
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325 Downloads
Updated 8 May 2020

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Yields p value of the max value of a cross correlation by estimating what fraction of random permutations of one of the vectors yields a correlation equal or higher.

Cite As

Alex Backer (2024). xcorrpvalue (https://www.mathworks.com/matlabcentral/fileexchange/75403-xcorrpvalue), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2020a
Compatible with any release
Platform Compatibility
Windows macOS Linux

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Version Published Release Notes
1.2

This version accounts for the autocorrelation of either input series, preserving both in the random permutations, yielding the probability that any observed cross-correlation is not due to the autocorrelation of either input series.
1.1.1

Fixed bug that ignored input numvalues if provided.
1.1

Changed to use absolute value, so it detects negative correlations as well
1.0.0