taking monthly correlation values
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The following example code can be used to calculate the correlation between a data set:
clear all
FieldName = {'loc1','loc2','loc3','loc4'};
data = rand(8760,4);
R = corrcoef(data,'rows','pairwise');
R_Values= [FieldName(nchoosek(1:size(R,1),2)) num2cell(nonzeros(tril(R,-1)))];
Here, 8760 refers to one year worth of data, where a measurement is taken every hour. I'm trying to alter this code to calculate the correlation for every month of the year so that I am left with 12 correlation values for each pair vectors. What would be the best way of doing this?
2 个评论
Kevin Holst
2012-3-6
When you say every month of the year, does it have to correspond to the start of calandar months, or can you just take your data and take 12 evenly spaced samples?
Richard
2012-3-6
采纳的回答
Andrei Bobrov
2012-3-6
dnew = mat2cell(data,eomday(2011, (1:12))*24,size(data,2));
k = cellfun(@(x)num2cell(nonzeros(tril(corrcoef(x),-1))),dnew','un',0);
out = [FieldName(nchoosek(1:numel(FieldName),2)) [k{:}]];
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