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Formula for cross-correlation in matlab

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Sagar
Sagar on 9 Mar 2016
Answered: Sagar on 11 Mar 2016
When we calculate cross correlation using the function 'xcorr' with 'coeff' option, does the function calculate Pearson correlation coefficient or something else?

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Accepted Answer

Sagar
Sagar on 11 Mar 2016
It looks like that 'xcorr' does not calculate Pearson correlation coefficient directly. To get Pearson correlation coefficient, we have to remove the mean first and then call 'xcorr' which will then give Pearson correlation coefficient.

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More Answers (1)

dpb
dpb on 9 Mar 2016
In the Statistics Toolbox, see
doc corr

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