MATLAB: Formula for cross-correlation in matlab

correlationxcorr

When we calculate cross correlation using the function 'xcorr' with 'coeff' option, does the function calculate Pearson correlation coefficient or something else?

Best Answer

  • It looks like that 'xcorr' does not calculate Pearson correlation coefficient directly. To get Pearson correlation coefficient, we have to remove the mean first and then call 'xcorr' which will then give Pearson correlation coefficient.