Calculating correlation matrix from time series in an array

2020 9 21
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更新时间：2020 9 21
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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
Ameer Hamza 2020-9-21
编辑：Ameer Hamza 2020-9-21

0 个投票

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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Native
Native 2020-9-21
Thanks, and if I have multiple arrays like that, and want to load them separately and run this code snippet for each of them and store separately, how do I do that?
Ameer Hamza
Ameer Hamza 2020-9-21
That depends how are they stored. Are they stored in .mat file? How to you want to store the output?
Native
Native 2020-9-21
编辑：Native 2020-9-21
Yes they are stored as .mat files, I want to store the outputs separately as they were initially stored , just introduce the workspace variable of the correlation matrix.
Ameer Hamza
Ameer Hamza 2020-9-21
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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Native
Native
2020-9-21

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Ameer Hamza
Ameer Hamza
2020-9-21

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