Programmer Guide/Command Reference/EVAL/corrfun - Revision history

Toni at 08:39, 1 September 2023

2023-09-01T08:39:08Z

← Older revision		Revision as of 10:39, 1 September 2023
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	::{\|class="keinrahmen"		::{\|class="keinrahmen"
	\|''cyclic=0''		\|''cyclic=0''
	\| ... normal (default); (<code>acf[i]=sum(x[t]*y[(t+i~~)%ncol(x)~~], t=0..ncol(x)-1-i)<code>)		\| ... normal (default); (<code>acf[i]=sum(x[t]*y[t+i], t=0..ncol(x)-1-i)<code>)
	\|-		\|-
	\|''cyclic!=0''		\|''cyclic!=0''

Toni at 08:37, 1 September 2023

2023-09-01T08:37:56Z

← Older revision		Revision as of 10:37, 1 September 2023
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	\|}		\|}

	;Result: The autocorrelation of the data vector ''x'' or the cross correlation function of the vectors ''x'' and ''y''. The result is a scalar (if ''n''=1) or a vector with ''n'' elements.		;Result: The autocorrelation function of the data vector ''x'' or the cross correlation function of the vectors ''x'' and ''y''. The result is a scalar (if ''n''=1) or a vector with ''n'' elements.
	;See also: [[../corr\|corr]]		;See also: [[../corr\|corr]]

	[[../#Functions\|<function list>]]		[[../#Functions\|<function list>]]

Toni at 08:37, 1 September 2023

2023-09-01T08:37:13Z

← Older revision		Revision as of 10:37, 1 September 2023
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	::{\|class="keinrahmen"		::{\|class="keinrahmen"
	\|''cyclic=0''		\|''cyclic=0''
	\| ... normal ~~correlation~~ (default)		\| ... normal (default); (<code>acf[i]=sum(x[t]*y[(t+i)%ncol(x)], t=0..ncol(x)-1-i)<code>)
	\|-		\|-
	\|''cyclic!=0''		\|''cyclic!=0''
	\| ... cyclic ~~correlation~~ (<code>x[t]*y[(t+i)%ncol(x)]<code>)		\| ... cyclic; (<code>acf[i]=sum(x[t]*y[(t+i)%ncol(x)], t=0..ncol(x)-1)<code>)
	\|}		\|}

Toni at 08:33, 1 September 2023

2023-09-01T08:33:09Z

← Older revision		Revision as of 10:33, 1 September 2023
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	\| ... "unbiased", each lag ''i'' is scaled by the number of correlated elements (<code>1/(ncol(''x'')-''i'')</code>)		\| ... "unbiased", each lag ''i'' is scaled by the number of correlated elements (<code>1/(ncol(''x'')-''i'')</code>)
	\|}		\|}
			:;''cyclic'': normal or cyclic indexing
	::{\|class="keinrahmen"		::{\|class="keinrahmen"
	\|''cyclic=0''		\|''cyclic=0''

Toni at 08:31, 1 September 2023

2023-09-01T08:31:42Z

← Older revision		Revision as of 10:31, 1 September 2023
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	\|-		\|-
	\|''cyclic!=0''		\|''cyclic!=0''
	\| ... cyclic correlation (<code>a[i]*b[(i~~+lag~~)%ncol(a)]<code>)		\| ... cyclic correlation (<code>x[t]*y[(t+i)%ncol(x)]<code>)
	\|}		\|}

Toni at 08:30, 1 September 2023

2023-09-01T08:30:31Z

← Older revision		Revision as of 10:30, 1 September 2023
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	;Usage:		;Usage:
	:{\|class="keinrahmen"		:{\|class="keinrahmen"
	\|<code>corrfun(''x''<sub>vector</sub> {, ''n'' {, ''scale''}})</code>		\|<code>corrfun(''x''<sub>vector</sub> {, ''n'' {, ''scale'' {, cyclic}}})</code>
	\| ... autocorrelation of ''x''		\| ... autocorrelation of ''x''
	\|-		\|-
	\|<code>corrfun(''x''<sub>vector</sub>, ''y''<sub>vector</sub> {, ''n'' {, ''scale''}})</code>		\|<code>corrfun(''x''<sub>vector</sub>, ''y''<sub>vector</sub> {, ''n'' {, ''scale'' {, cylic}}})</code>
	\| ... cross correlation of ''x'' and ''y''		\| ... cross correlation of ''x'' and ''y''
	\|}		\|}
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	\| ... "unbiased", each lag ''i'' is scaled by the number of correlated elements (<code>1/(ncol(''x'')-''i'')</code>)		\| ... "unbiased", each lag ''i'' is scaled by the number of correlated elements (<code>1/(ncol(''x'')-''i'')</code>)
	\|}		\|}
			::{\|class="keinrahmen"
			\|''cyclic=0''
			\| ... normal correlation (default)
			\|-
			\|''cyclic!=0''
			\| ... cyclic correlation (<code>a[i]*b[(i+lag)%ncol(a)]<code>)
			\|}

	;Result: The autocorrelation of the data vector ''x'' or the cross correlation function of the vectors ''x'' and ''y''. The result is a scalar (if ''n''=1) or a vector with ''n'' elements.		;Result: The autocorrelation of the data vector ''x'' or the cross correlation function of the vectors ''x'' and ''y''. The result is a scalar (if ''n''=1) or a vector with ''n'' elements.
	;See also: [[../corr\|corr]]		;See also: [[../corr\|corr]]

	[[../#Functions\|<function list>]]		[[../#Functions\|<function list>]]

193.171.195.48 at 09:28, 21 April 2011

2011-04-21T09:28:34Z

← Older revision		Revision as of 11:28, 21 April 2011
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	;Usage:		;Usage:
	:{\|class="keinrahmen"		:{\|class="keinrahmen"
	\|~~'''~~<code>corrfun(''x''<sub>vector</sub> {, ''n'' {, ''scale''}})</code>~~'''~~		\|<code>corrfun(''x''<sub>vector</sub> {, ''n'' {, ''scale''}})</code>
	\| ... autocorrelation of ''x''		\| ... autocorrelation of ''x''
	\|-		\|-
	\|~~'''~~<code>corrfun(''x''<sub>vector</sub>, ''y''<sub>vector</sub> {, ''n'' {, ''scale''}})</code>~~'''~~		\|<code>corrfun(''x''<sub>vector</sub>, ''y''<sub>vector</sub> {, ''n'' {, ''scale''}})</code>
	\| ... cross correlation of ''x'' and ''y''		\| ... cross correlation of ''x'' and ''y''
	\|}		\|}
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	\|}		\|}
	;Result: The autocorrelation of the data vector ''x'' or the cross correlation function of the vectors ''x'' and ''y''. The result is a scalar (if ''n''=1) or a vector with ''n'' elements.		;Result: The autocorrelation of the data vector ''x'' or the cross correlation function of the vectors ''x'' and ''y''. The result is a scalar (if ''n''=1) or a vector with ''n'' elements.
			;See also: [[../corr\|corr]]

	~~;See also:~~ [[~~Programmer_Guide~~/~~Command_Reference/EVAL/corr\|corr]]~~		[[../#Functions\|<function list>]]

	~~[[Programmer_Guide/Command_Reference/EVAL~~#Functions\|<function list>]]

193.171.195.48 at 09:03, 12 April 2011

2011-04-12T09:03:26Z

← Older revision		Revision as of 11:03, 12 April 2011
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	\|-		\|-
	\|''scale=2''		\|''scale=2''
	\| ... "unbiased", each lag ''i'' is scaled by the number of correlated elements (<code>1/(ncol(''x'')-1)</code>)		\| ... "unbiased", each lag ''i'' is scaled by the number of correlated elements (<code>1/(ncol(''x'')-''i'')</code>)
	\|}		\|}
	;Result: The autocorrelation of the data vector ''x'' or the cross correlation function of the vectors ''x'' and ''y''. The result is a scalar (if ''n''=1) or a vector with ''n'' elements.		;Result: The autocorrelation of the data vector ''x'' or the cross correlation function of the vectors ''x'' and ''y''. The result is a scalar (if ''n''=1) or a vector with ''n'' elements.

193.171.195.48 at 09:02, 12 April 2011

2011-04-12T09:02:50Z

← Older revision		Revision as of 11:02, 12 April 2011
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	\| ... "unbiased", each lag ''i'' is scaled by the number of correlated elements (<code>1/(ncol(''x'')-1)</code>)		\| ... "unbiased", each lag ''i'' is scaled by the number of correlated elements (<code>1/(ncol(''x'')-1)</code>)
	\|}		\|}
	;Result: The autocorrelation of the data vector ''x'' or the cross correlation function of the ~~two vector~~ ''x'' and ''y''. The result is a scalar (if ''n''=1) or a vector with ''n'' elements.		;Result: The autocorrelation of the data vector ''x'' or the cross correlation function of the vectors ''x'' and ''y''. The result is a scalar (if ''n''=1) or a vector with ''n'' elements.

	;See also: [[Programmer_Guide/Command_Reference/EVAL/corr\|corr]]		;See also: [[Programmer_Guide/Command_Reference/EVAL/corr\|corr]]

	[[Programmer_Guide/Command_Reference/EVAL#Functions\|<function list>]]		[[Programmer_Guide/Command_Reference/EVAL#Functions\|<function list>]]

193.171.195.48 at 13:27, 8 April 2011

2011-04-08T13:27:29Z

← Older revision		Revision as of 15:27, 8 April 2011
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	{{DISPLAYTITLE:{{SUBPAGENAME}}}}		{{DISPLAYTITLE:{{SUBPAGENAME}}}}
	Compute the autocorrelation or cross-correlation function.		Compute the autocorrelation or cross-correlation function.
	~~----~~
	;Usage:		;Usage:
	:{\|class="keinrahmen"		:{\|class="keinrahmen"