njit-etd2003-081 - New Jersey Institute of Technology

300
B.2.8 Cross-correlation Program
The program below calculates the correlation indices for selecting the best timefrequency
representation.
function xy = corrcoef(x,y)
%CORRCOEF Correlation coefficients.
% CORRCOEF(X) is a matrix of correlation coefficients formed
% from array X whose each row is an observation, and each
% column is a variable.
% CORRCOEF(X,Y), where X and Y are column vectors is the same as
% CORRCOEF([X YD.
% If C is the covariance matrix, C = COV(X), then CORRCOEF(X) is
% the matrix whose (i,j)'th element is
C(i,j)/SQRT(C(i,i)*C(j,j)).
% See also COV, STD.
% J. Little 5-5-86
% Revised 6-9-88 LS 2-13-95 BJ
% Copyright 1984-2001 The MathWorks, Inc.
% $Revision: 5.8 $ $Date: 2001/04/15 12:01:28 $
switch nargin
case 1
c = cov(x);
case 2
c = cov(x,y);
otherwise
error('Not enough input arguments.');
end
d = diag(c);
xy = c./sqrt(d*d');