cumcorr

Syntax

cumcorr(X,Y)

Please see Cumulative Window Functions for the parameter description and windowing logic.

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

x = 7 4 5 8 9
y = 1 7 8 9 0
cumcorr(x, y);
// output
[,-1,-0.893405,-0.1524,-0.518751]