NaN Toolbox >> NaN Toolbox > Data Correlation and Covariance
Data Correlation and Covariance
- nan_conv — Convolve two vectors.
- nan_conv2 — performs 2D convolution of matrices a and b
- nan_conv2nan — calculates 2-dim convolution between X and Y
- nan_cor — calculates the correlation matrix
- nan_corrcoef — calculates the correlation matrix from pairwise correlations.
- nan_corrcov — Compute correlation matrix from covariance matrix.
- nan_cov — calculates covariance matrix
- nan_covm — generates covariance matrix
- nan_decovm — decomposes extended covariance matrix
- nan_ecovm — produces an extended Covariance matrix,
- nan_partcorrcoef — calculates the partial correlation between X and Y after removing the influence of Z.
- nan_rankcorr — calculated the rank correlation coefficient.
- nan_tiedrank — compute rank of samples, the mean value is used in case of ties
- nan_xcorr — Compute correlation R_xy of X and Y for various lags k:
- nan_xcorr2 — Compute the 2D correlation
- nan_xcov — Compute covariance at various lags[=correlation(x-mean(x),y-mean(y))].
- nan_xcovf — generates cross-covariance function.