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Windowed Cross Correlation (corrgram)

version (2.88 KB) by Norbert Marwan
Computes windowed cross correlation


Updated 15 Jun 2007

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Calculate windowed cross correlation between two signals A and B up to a pre-defined lag. Usage is similar to the Matlab function SPECGRAM.

Cite As

Norbert Marwan (2020). Windowed Cross Correlation (corrgram) (, MATLAB Central File Exchange. Retrieved .

Comments and Ratings (4)

Hi, is it possible to calculate the significance of the correlations?



I agree

Alan B

Very useful tool, something that should be available as a built-in.

I'm getting an out of memory error for two ~300000 element vectors - it seems that Matlab should be able to handle data of that size. The problem is with the X=buffer(...) on line 87, and I'm looking into it myself but I thought I'd post a message too.

MATLAB Release Compatibility
Created with R12
Compatible with any release
Platform Compatibility
Windows macOS Linux