I\'m writing a program in C++ but using data from matlab involving Cross Correlation. I understand that when I do a correlation on 2 sets of data it gives me a single correl
To be clear about several concepts.
Cross-correlation vs. cross-covariance. The main difference is that cross-covariance normalize the data by subtracting the mean.
cross-covariance vs. normalized cross-covariance. The later one is divided by the standard deviation of the the input.
normalized cross-covariance and correlation coefficient. The later one is the special case of the former one at delay=0.