rtDCCA ("Real-time Detrended Cross Correlation Analysis") is an open-source MATLAB class that allows for
fast linear (pairwise) or parallel (matrix-wise) DCC analysis of multiple time series. The class also
allows for the easy calculation of the DCC Coefficient.
For a detailed explanation, see:
Z. Kaposzta, A. Czoch, O. Stylianou, K. Keumbi, P. Mukli A. Eke, and F. Racz,
Real-Time Algorithm for Detrended Cross-Correlation Analysis of Long-Range Coupled Processes.
Frontiers in Physiology. 13. 817268. (2022), doi: 10.3389/fphys.2022.817268.
Requirements
MATLAB R2021a or newer, no additional toolboxes required.
Installation
Copy the class into your MATLAB path folder.
Contact
If you have any questions or suggestions in relation to the code, please contact:
Frigyes Racz, racz.frigyes@med.semmelweis-univ.hu
Zalan Kaposzta, kaposzta.zalan@stud.semmelweis.hu
Disclaimer
The code will be updated soon with a more streamlined online implementation.