Performance for circular correlation coefficient
serrano
Hi all,
I'm trying to calculate the correlation coefficient between two waves containing angles. From what I gathered, StatsCircularCorrelationTest() provides the functionality I want. However, I run into issues when the waves become very long (Igor locking up, beach ball etc). I want to do the calculation for waves containing >10k points.
Here is a minimal example:
Function test() Make/O/N=1000 one, two //barely works for 1000, locks up for large numbers, e.g. 10000 setscale/I x, 0, 1, one, two one = gnoise(1) two = gnoise(1) StatsCircularCorrelationTest/PAA/Q one, two Wave W_StatsCircularCorrelationTest print W_StatsCircularCorrelationTest[0] End
This is on Igor 8.04B01 (Mac).
Is there a better way to only get the correlation coefficient?
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/PAA is a particularly difficult calculation because it involves looping over the data and recomputing some stats after removing one pair of points. Can you describe the motivation for choosing this option?
August 14, 2019 at 05:59 pm - Permalink
I see. The motivation for choosing /PAA was just because it is the first example that came up in the circular correlation demo. To be honest, I haven't looked much into the actual theory at all. All I'm interested in at the moment is something like Pearson's r but for angles, e.g. dihedral angles of an MD trajectory with ~10k time points.
August 19, 2019 at 12:26 am - Permalink