Fast Third Order Cross-Cumulant calculation

Performs a fast third order cross cumulant calculation between the three vectors (x,y,z).

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[Cxyz,Cxyz_std,scale,overlap] = cum3xyz(x,y,z, nsamp, overlap,window)
Performs a fast third order cross cumulant calculation between the three vectors (x,y,z) by relying on matrix multiplication and content management, as opposed to nested for-loops.
Inspired by the work in the Higher Order Spectral Analysis toolbox.

Cite As

Brian Liswell (2026). Fast Third Order Cross-Cumulant calculation (https://in.mathworks.com/matlabcentral/fileexchange/48789-fast-third-order-cross-cumulant-calculation), MATLAB Central File Exchange. Retrieved .

Acknowledgements

Inspired by: HOSA - Higher Order Spectral Analysis Toolbox

General Information

MATLAB Release Compatibility

  • Compatible with any release

Platform Compatibility

  • Windows
  • macOS
  • Linux
Version Published Release Notes Action
1.0.0.0