calculateCORR.m File Reference

Function to caluclate the Pearson correlation coefficient. More...

Functions
function	calculateCORR (in x, in y)
	Function to caluclate the Pearson correlation coefficient.

Detailed Description

Function to caluclate the Pearson correlation coefficient.

Author

Marlies Nitschke

Date

January, 2021

Function Documentation

calculateCORR()

function calculateCORR	(	in	x,
		in	y
	)

Function to caluclate the Pearson correlation coefficient.

The Pearson correlation coefficient does not detect systematic biases. It quantifies the strength of linear combinaton and ranges from -1 indicating perfect negative correlaton to 1 indicating perfect positive correlation.

\( r= \displaystyle\frac{\displaystyle\sum_{i=1}^{N}(x_i - \bar{x})(y_i - \bar{y}) }{\displaystyle\sqrt{\sum_{i=1}^{N}(x_i - \bar{x})^2} \sqrt{\sum_{i=1}^{N}(y_i - \bar{y})^2}} \)

out_r = calculateCORR(x, y)

Parameters

x	Double Vector: x signal
y	Double Vector: y signal

Return values

out_r

Double: Pearson correlation coefficient which is between -1 and 1