Tripple correlation in MATLAB
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Hello, Till now I performed a cross correlation between 2 vectors A and B by using a xcorr(A,B) function. Now I have 3 vectors: A, B and C. How do I perform a triple correlation between them? Is it right to first correlate between two, and correlate the result with third one, like xcorr(xcorr(A,B),C)? Or there is a special function for triple correlation in MATLAB? Thanks!
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Walter Roberson
2015-10-18
No, xcorr(xcorr(A,B),C) is going to correlate the correlation matrix with C.
Maybe
corrcoef([A(:),B(:),C(:)])
另请参阅
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