Mercurial > hg > octave-lyh
view scripts/signal/autocor.m @ 3499:3e3e14ad5149
[project @ 2000-01-31 05:18:07 by jwe]
author | jwe |
---|---|
date | Mon, 31 Jan 2000 05:18:13 +0000 |
parents | e031284eea27 |
children | 38c61cbf086c |
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## 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. ## -*- texinfo -*- ## @deftypefn {Function File} {} autocor (@var{x}, @var{h}) ## Return the autocorrelations from lag 0 to @var{h} of vector @var{x}. ## If @var{h} is omitted, all autocorrelations are computed. ## If @var{x} is a matrix, the autocorrelations of each column are ## computed. ## @end deftypefn ## 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