home
***
CD-ROM
|
disk
|
FTP
|
other
***
search
/
OS/2 Shareware BBS: 10 Tools
/
10-Tools.zip
/
octa21fb.zip
/
octave
/
SCRIPTS.ZIP
/
scripts
/
signal
/
autocor.m
< prev
next >
Wrap
Text File
|
1998-10-23
|
1KB
|
45 lines
## Copyright (C) 1995, 1996, 1997 Friedrich Leisch
##
## This program is free software; you can redistribute it and/or modify
## it under the terms of the GNU General Public License as published by
## the Free Software Foundation; either version 2, or (at your option)
## any later version.
##
## This program is distributed in the hope that it will be useful, but
## WITHOUT ANY WARRANTY; without even the implied warranty of
## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
## General Public License for more details.
##
## You should have received a copy of the GNU General Public License
## along with this file. If not, write to the Free Software Foundation,
## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
## usage: autocor (X [, h])
##
## returns the autocorrelations from lag 0 to h of vector X.
## If h is omitted, all autocorrelations are computed.
## If X is a matrix, the autocorrelations of every single column are
## computed.
## Author: FL <Friedrich.Leisch@ci.tuwien.ac.at>
## Description: Compute autocorrelations
function retval = autocor (X, h)
if (nargin == 1)
retval = autocov (X);
elseif (nargin == 2)
retval = autocov (X, h);
else
usage ("autocor (X [, h])");
endif
if (min (retval (1,:)) != 0)
retval = retval ./ ( ones (rows (retval), 1) * retval(1, :) );
endif
endfunction