Cross-correlation matrix: Difference between revisions

Revision as of 22:41, 19 November 2016

Revision as of 19:15, 20 November 2016

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{{Other uses2|Correlation function}}

{{Unreferenced|date=December 2009}}

[[File:Comparison convolution jamesComparison_convolution_correlation.pngsvg|thumb|300px|Visual comparison of [[convolution]], [[cross-correlation]], and [[autocorrelation]].]]

A '''correlation function''' is a [[function (mathematics)|function]] that gives the statistical [[correlation]] between [[random variable]]s, contingent on the spatial or temporal distance between those variables. If one considers the correlation function between random variables representing the same quantity measured at two different points then this is often referred to as an [[autocorrelation function]], which is made up of [[autocorrelation]]s. Correlation functions of different random variables are sometimes called '''cross-correlation functions''' to emphasise that different variables are being considered and because they are made up of [[cross-correlation]]s.