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1 ## Copyright (C) 1995, 1996, 1997 Friedrich Leisch |
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2 ## |
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3 ## This program is free software; you can redistribute it and/or modify |
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4 ## it under the terms of the GNU General Public License as published by |
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5 ## the Free Software Foundation; either version 2, or (at your option) |
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6 ## any later version. |
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7 ## |
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8 ## This program is distributed in the hope that it will be useful, but |
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9 ## WITHOUT ANY WARRANTY; without even the implied warranty of |
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10 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU |
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11 ## General Public License for more details. |
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12 ## |
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13 ## You should have received a copy of the GNU General Public License |
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14 ## along with this file. If not, write to the Free Software Foundation, |
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15 ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. |
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16 |
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17 ## -*- texinfo -*- |
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18 ## @deftypefn {Function File} {} autocor (@var{x}, @var{h}) |
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19 ## Return the autocorrelations from lag 0 to @var{h} of vector @var{x}. |
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20 ## If @var{h} is omitted, all autocorrelations are computed. |
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21 ## If @var{x} is a matrix, the autocorrelations of each column are |
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22 ## computed. |
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23 ## @end deftypefn |
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24 |
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25 ## Author: FL <Friedrich.Leisch@ci.tuwien.ac.at> |
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26 ## Description: Compute autocorrelations |
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27 |
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28 function retval = autocor (X, h) |
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29 |
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30 if (nargin == 1) |
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31 retval = autocov (X); |
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32 elseif (nargin == 2) |
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33 retval = autocov (X, h); |
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34 else |
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35 usage ("autocor (X, h)"); |
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36 endif |
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37 |
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38 if (min (retval (1,:)) != 0) |
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39 retval = retval ./ (ones (rows (retval), 1) * retval(1,:)); |
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40 endif |
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41 |
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42 endfunction |
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43 |
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44 |
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45 |
