Calculating correlation matrix from time series in an array
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I have a cell array with 164 entities, each with an entry of 193X1 time points. I need to create a correlation matrix of the dimension 164X164 with pearson correlations. How can I go about doing that?
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Ameer Hamza
on 21 Sep 2020
Edited: Ameer Hamza
on 21 Sep 2020
Use corrcoef() but first convert the matrix to correct form
C = % 164 elements cell array
Cv = [C{:}]; % creating a matrix
coff_matrix = corrcoef(Cv); % 164x164 matrix
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Ameer Hamza
on 21 Sep 2020
Without more information about the content of each mat file (i.e., names of variables) and how they are stored, it is difficult to give an exact solution.
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