File Exchange > Data Analysis >    Cross Correlation

Author:
Antoine Couturier
Date Added:
5/5/2009
Last Update:
5/5/2009
Downloads (90 Days):
1
Total Ratings:
11
File Size:
1 KB
Average Rating:
File Name:
X-correlation.opx
File Version:
1.00
Minimum Versions:
8
License:
Free
Type:
Tool
Summary:

Test for significant shift between datasets

Screen Shot and Video:
Description:

Those buttons will test whether selected datasets are significantly shifted or not, using cross-correlation technique. Left button is for linear data and right button for circular (i.e. periodic) data.

If multiple datasets are selected, all combinations are tested.

The following results are printed in script window:
Data type and columns tested:linear or circular, column longname (if exists) or shortname
Rmax: maximum correlation
tRmax: corresponding shift value
R0: correlation for shift=0
R95%:correlation in the 95% confidence band
Interval1 & Interval2: corresponding shift intervals.
For linear data, there is no significant lag between the 2 signals if 0 is between interval1 and interval2.
For circular data, there is no significant lag between the 2 signals if interval1>interval2
Shift significance


More details on algorithm can be found in:
Li L, Caldwell GE. Coefficient of cross correlation and the time domain correspondence. J Electromyogr Kinesiol. 1999; 9 (6): 385-9.

Updates:

Reviews and Comments:
01/08/2021snowliHi @abubakarizhar,
Here is the author's reply
"Yes, phase lag is tRmax, which represents the X value at which correlation is the highest.
But this tool is outdated and I strongly recommend to use https://www.originlab.com/fileExchange/details.aspx?fid=466 instead
"

Best,
Snow

01/07/2021abubakarizharDear
Which output value is phase lag in degrees between two signals. is it tRmax??

10/21/2019ananthanarasimhanHi, I have got two parameters which vary in time. I would like to know if the trend of the both is same or not. can i use correlation ? eventhough my purpose is not to find time delay.

07/01/2019GabrivoleaFantastic

04/06/2017krishnaap7Hi, I got like the following, when I used this app to find cross-correlation. is it right?
Linear X-correlation between A and B
Rmax 0.81470245421911
tRmax 0
R0 0.81470245421911
R95% 0.77298275625184
Interval1 -480
Interval2 -435
Shift is significant

Thanks

02/07/2017dmcglynn09I am using this function in origin lab successfully but am confused on the result. The trmax is reported as -727992. What unit it this in? The paper that corresponds to the function uses ms but that does not make sense with my result.

11/01/2016c2chandan

11/26/2009couturierHi Cajal,
I've never had such issue. You can contact me at antoine.couturier@insep.fr so we can dig deeper into your problem.

11/26/2009couturier 

11/25/2009CajalI am trying to use the tool with periodic data (EEG recordings), but I get the following error message:

AA.NROWS: object property not found!
Error: cannot find a (unique) variable corresponding to type

Where is my mistake? Could someone help me?
Thanks.

12