Software Listing: Correlation

[FDOUT, FREQ_AXIS] = FDCORR(A,B,FRANGE) FDCORR Joint frequency and delay correlation Performs an efficient circular cross correlation between two vectors over all possible frequency offsets (Dopplers) between -pi and pi where 2pi is the sampling rate. A: vector representing received signal sampled at FS = 2pi B: vector representing correlation code sampled at FS = 2pi FRANGE: Two element vector from lowest to highest frequency to search over within a frequency range from -pi to pi. For Example [-pi/10 pi/10]. Omitting FRANGE will default to [-pi pi]. FDOUT: 2D Correlation surface vs delay and frequency offset FREQ_AXIS: Frequency values aligned to frequency axis (-pi to pi) With no output arguments FDCORR will plot the surface correlation magnitude vs frequency and delay offset in the current figure window.

  • Platform: Matlab, Scripts

Uses fft to calculate the circular cross correlation of two periodic signal vectors.This is equivalent to xc(k)=sum(u1.*circshift(u2,k)), but much faster (on the order of 500 times faster for a 1024 point signal). The package also includes two examples. One checks the calculation against the definition. The second compares the speed of the fast algorithm to one based on the definition for a range of input vector sizes..

  • Platform: Matlab, Scripts

A package of Matlab functions for exploring spatial patterns of correlation in high resolution climate data. Cross-similarity parameters (dominant lag, max-similarity, window cross-similarity) are calculated for each pair of records and presented on maps as well as plots with an intersite distance. Software was applied on hourly precipitation records. More information http://www.ida.liu.se/~agbur/Software.htm.

  • Platform: Matlab, Scripts

Calculates 6 different intraclass correlation coefficients based on the schema described by Shrout & Fleiss (Psychol Bull. 1979;86:420-428). See comments in code..

  • Platform: Matlab, Scripts

Calculates point biserial correlation and tests for significance with either ttest or ranksum test..

  • Platform: Matlab, Scripts

The solution of the nearest correlation matrix applies the hypershpere or spectral decomposition methods as outlined in Monte Carlo methods in Finance by Peter Jackel, Chapter 6. Use CorrelationExample.m that applies a simple example for the two cases..

  • Platform: Matlab, Scripts

Implementation of Nicholas J. Higham's algorithm "Computing the Nearest Correlation Matrix - A Problem from Finance", 2002. http://eprints.ma.man.ac.uk/232/01/covered...S_ep2006_70.pdf.

  • Platform: Matlab, Scripts

References: Fisher, N.I. and A.J. Lee (1983) A correlation coefficient for circular data. Biometrika Trust. 70(2):327-332 http://biomet.oxfordjournals.org/cgi/conte...stract/70/2/327 Fisher, N.I. (1996) Statistical Analysis of Circular Data. Cambridge University Press. ISBN 0521568900, 9780521568906 http://books.google.com/books?id=IIpeevaNH88C.

  • Platform: Matlab, Scripts

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

  • Platform: Matlab, Scripts

CXCORR Circular Cross Correlation function estimates. CXCORR(a,b), where a and b represent samples taken over time interval T which is assumed to be a common period of two corresponding periodic signals. a and b are supposed to be length M row vectors, either real or complex. [x,c]=CXCORR(a,b) returns the length M-1 circular cross correlation sequence c with corresponding lags x. The circular cross correlation is: c(k) = sum[a(n)*conj(b(n+k))]/[norm(a)*norm(b)]; where vector b is shifted CIRCULARLY by k samples. The function doesn't check the format of input vectors a and b! For circular covariance between a and b look for CXCOV(a,b) in http://www.

  • Publisher: G. Levin
  • Date: 13-05-2013
  • Size: 10 KB
  • Platform: Matlab, Scripts

Correlation explorer is an easy-to-use and useful application that is designed based on the times series data provided by the World Bank public API.

Correlation explorer was built to help you correlate data from different key indicators and different countries so that you can explore the correlations and get a deeper understanding on what depends on what.

Correlation explorer is a software tha's been developed with the help of the Java programming language.


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  • Platform: WinOther

Developed as a collection of Matlab functions, the Robust Correlation Toolbox allows users to view data in univariate and bivariate space.

The Robust Correlation Toolbox can also be used to check assumptions of normality and homoscedasticity and to compute Pearson's / Spearman's correlations with bootstrapped confidence intervals.

Furthermore, the toolbox can be utilized for computing a percentage bend correlation, and a skipped correlation.


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  • Platform: WinOther

LMM Correlation is a lightweight and easy to use application designed to help you determine volatility and correlation on the LIBOR market.

Users can change the correlation and volatility structures. The application will automatically generate the LIBOR scatter plot, the volatility functions and the product prices. It is a handy tool for both investors and economics students.


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  • Platform: WinOther

SharePoint 2010 Query Correlation ID will add a central admin page that will help you query correlation IDs over the whole SharePoint farm.

In the background, the page uses the Merge-SPLogFile powershell command to merge all the log files from all the SharePoint 2010 servers. By doing this, the correlation id gets queried on all the servers.

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  • Platform: Windows Server

Analyse-It for Excel: General Statistics brings statistical analysis to Microsoft Excel 95, 97, 2000 and XP, with 14 parametric and 17 nonparametric procedures for descriptive statistics, testing normality, comparing groups, correlation, and regression. Analyse-It loads with Excel, analyses data straight from your worksheets, and presents the results in Excel as publication-quality reports, complete with charts, that are ready to print or save. Step-by-step tutorials are included to help you quickly get started, complete with online reference help explaining the purpose of each test, when it can be used, and what it tells you.

  • Platform: Win2000, WinOther

Calculates regression different models and tests includes Pearson's Correlation Coefficient, Ordinary Least Square, Coefficient of Determination, Statistical Test of Significance. Also the software provides narrative explanation of data analysis. All about Afghanistan - Welcome. Afghanistan history, culture and people, Islam, Afghanistan Economic, Economy of Afghanistan, Afghani Music, Afghan students of Economics.

  • Platform: Win2000, Win7 x32, Win7 x64, Windows Server, WinOther, WinVista, WinVista x64

This code calculates the cross-correlation for specified time windows over the duration of two input signals. The time windows can be shifted by increments smaller than the time window length. The code is based upon the 'xcorr' function..

  • Platform: Matlab, Scripts

The correlation function calculated from one realization of an ensemble is inherently flawed since the expectation operation does not come into play. Hence it is important to have an idea of the variance in the correlation function..

  • Platform: Matlab, Scripts

The program takes the columns of an input matrix and calculates the auto and cross correlation of these columns using an fft method. The result is very similar to the xcorr function. This method could be used to evaluate the cross correlation of repeating code sequences, and other similar investigations. An n x m matrix in will result in an n x m^2 matrix out. There is a waitbar included to remove the mystery of how long the calculation will take..

  • Platform: Matlab, Scripts

Circularly shifts input data in matrix by columns, according to cross correlation maximum index..

  • Platform: Matlab, Scripts

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