MATLAB: Corrcoef – vectors of different lengths

correlation

How is it possible to find the correlation between vectors of different lengths? For example:
 clear all 
  time1 = 1 + (365-1).*rand(1,12);
  time2 = 1 + (365-1).*rand(1,24);
data1 = 1 + (20-1).*rand(1,12);
data2 = 1 + (20-1).*rand(1,24);
usually I would find the correlation with:
R = corrcoef(data1,data2);
but the vectors need to be the same lengths! How would I achieve this?

Best Answer

try use function interp1
eg
data1 = 1 + (20-1).*rand(1,12);
data2 = 1 + (20-1).*rand(1,24);
d2 = interp1(1:numel(data1),data1,linspace(1,numel(data1),numel(data2)));
R = corrcoef(d2,data2)
OR
d2 = data2(1:2:end)
R = corrcoef(data1,d2)
Related Question