Correlation between two differently sized data sets
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Assume that I have solved a System with an ODE-Solver. The results [T1,Y1] (time and corresponding solution vector) I obtained for specific tolerances.
Now I have changed the tolerances and have [T2,Y2]. Although the time span for simulation remains the same these data sets have different lengths.
For example these lengths:
T1: 200x1, Y1: 200x3
T2: 500x1, Y2: 500x3
Now i can plot these sets easily for each component of Y into one plot, so I can see the differences. What I would like to do now is calculate the correlation coefficient to see how well these data sets match. My problem is this:
I can only correlate them, if the vectors of Y have the same length. So how do I expand the vector Y1 to match the size of Y2, obviously while keeping the same relation to the times T1 and T2 (which should then actually be the same)?
I tried interp() and resample(), but that does not work for me...
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