Martin Lindquist's dynamic correlation toolboxes. Designed for fMRI analysis, useful for other applications too.
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DCC_toolbox
DCD
README.md

README.md

Lindquist_Dynamic_Correlation

Martin Lindquist's dynamic correlation toolboxes. Designed for fMRI analysis, useful for other applications too.

DCC : Dynamic conditional correlations, based on GARCH model

DCR : Dynamic connectivity regression, finds change points in time and time segment-specific graphs

DCR+ : Dynamic connectivity regression refactorization; substantially improved speed.