MATLAB: Taking monthly correlation values

corrcoef

The following example code can be used to calculate the correlation between a data set:
clear all
FieldName = {'loc1','loc2','loc3','loc4'};
data = rand(8760,4);
R = corrcoef(data,'rows','pairwise');
R_Values= [FieldName(nchoosek(1:size(R,1),2)) num2cell(nonzeros(tril(R,-1)))];
Here, 8760 refers to one year worth of data, where a measurement is taken every hour. I'm trying to alter this code to calculate the correlation for every month of the year so that I am left with 12 correlation values for each pair vectors. What would be the best way of doing this?

Best Answer

dnew = mat2cell(data,eomday(2011, (1:12))*24,size(data,2));
k = cellfun(@(x)num2cell(nonzeros(tril(corrcoef(x),-1))),dnew','un',0);
out = [FieldName(nchoosek(1:numel(FieldName),2)) [k{:}]];
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