## corrgram

Calculate windowed cross correlation between two signals.

### Syntax

```
c = corrgram(a,b,maxlag,window,noverlap,method)
[c,l,t] = corrgram(...)
c = corrgram(a,b)
corrgram(a,b)
```

### Description

`c = corrgram(a,b,maxlag,window,noverlap)` calculates the windowed cross
correlation between the signals in vector `a` and vector `b`.
`corrgram` splits
the signals into overlapping segments and forms the columns of `c` with
their cross correlation values up to maximum lag specified by scalar
`maxlag`. Each column of `c` contains the cross correlation function between
the short-term, time-localized signals `a` and `b`. Time increases linearly
across the columns of `c`, from left to right. Lag increases linearly down
the rows, starting at `-maxlag`. If lengths of `a` and `b` differ, the shorter
signal is filled with zeros. If `n` is the length of the signals, `c` is
a matrix with `2*maxlag+1` rows and
`k = fix((n-noverlap)/(window-noverlap))`
columns.

`c = corrgram(...,method)` using either Pearson correlation
('pearson', default), Spearman's rank correlation ('spearman'),
or Kendall's Tau ('kendall').

`[c,l,t] = corrgram(...)` returns a column of lag `L` and one of time `T`
at which the correlation coefficients are computed. `L` has length equal
to the number of rows of `c`, `T` has length `k`.

`c = corrgram(a,b)` calculates windowed cross correlation using defeault
settings; the defeaults are `maxlag = floor(0.1n)`, `window = floor(0.1*n)`
and `noverlap = 0`. You can tell `corrgram` to use the defeault for any
parameter by leaving it off or using `[]` for that parameter, e.g.
`corrgram(a,b,[],1000)`.

`corrgram(a,b)` with no output arguments plots the windowed cross
correlation using the current figure.

### Examples

```
x = cos(0:.01:10*pi)';
y = sin(0:.01:10*pi)' + .5 * randn(length(x),1);
corrgram(x,y)
```

### See Also

corrcoeff,
corr,
xcorr,
migram