cumcorr

Syntax

cumcorr(X,Y)

Arguments

X and X are vectors of the same length.

Details

Cumulatively calculate the correlation of X and Y. The result is a vector of the same length as X.

Examples

$ x = 7 4 5 8 9
$ y = 1 7 8 9 0
$ cumcorr(x, y);

[,-1,-0.893405,-0.1524,-0.518751]