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1 ## Copyright (C) 1995, 1996, 1997, 1998, 2000, 2002, 2005, 2006, 2007 |
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2 ## Friedrich Leisch |
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3 ## |
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4 ## This file is part of Octave. |
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5 ## |
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6 ## Octave is free software; you can redistribute it and/or modify it |
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7 ## under the terms of the GNU General Public License as published by |
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8 ## the Free Software Foundation; either version 3 of the License, or (at |
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9 ## your option) any later version. |
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10 ## |
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11 ## Octave is distributed in the hope that it will be useful, but |
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12 ## WITHOUT ANY WARRANTY; without even the implied warranty of |
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13 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU |
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14 ## General Public License for more details. |
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15 ## |
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16 ## You should have received a copy of the GNU General Public License |
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17 ## along with Octave; see the file COPYING. If not, see |
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18 ## <http://www.gnu.org/licenses/>. |
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19 |
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20 ## -*- texinfo -*- |
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21 ## @deftypefn {Function File} {} autocor (@var{x}, @var{h}) |
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22 ## Return the autocorrelations from lag 0 to @var{h} of vector @var{x}. |
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23 ## If @var{h} is omitted, all autocorrelations are computed. |
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24 ## If @var{x} is a matrix, the autocorrelations of each column are |
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25 ## computed. |
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26 ## @end deftypefn |
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27 |
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28 ## Author: FL <Friedrich.Leisch@ci.tuwien.ac.at> |
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29 ## Description: Compute autocorrelations |
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30 |
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31 function retval = autocor (X, h) |
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32 |
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33 if (nargin == 1) |
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34 retval = autocov (X); |
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35 elseif (nargin == 2) |
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36 retval = autocov (X, h); |
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37 else |
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38 print_usage (); |
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39 endif |
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40 |
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41 if (min (retval (1,:)) != 0) |
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42 retval = retval ./ (ones (rows (retval), 1) * retval(1,:)); |
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43 endif |
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44 |
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45 endfunction |
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46 |
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47 |
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48 |
