Pearson’s correlation |
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With covariance cov and standard deviation σ. |
Mutual information |
MI(X,Y) = H(X) + H(Y) − H(X,Y) |
With entropy H. |
Weighted phase lag index |
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With cross power spectral density Sxy. |
Coherence |
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With the spectral densities Sxx, Syy and Sxy. |
Phase locking value |
PLV(t) = |E[ejΔφ(t)]| |
With the expected value E and the relative phase φ. |
Root mean square |
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With the time data series X. |