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[project @ 2004-09-02 03:47:49 by jwe]
author jwe
date Thu, 02 Sep 2004 03:47:49 +0000
parents 38c61cbf086c
children 4c8a2e4e0717
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1 ## Copyright (C) 1995, 1996, 1997 Friedrich Leisch
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2 ##
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3 ## This file is part of Octave.
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4 ##
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5 ## Octave is free software; you can redistribute it and/or modify it
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6 ## under the terms of the GNU General Public License as published by
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7 ## the Free Software Foundation; either version 2, or (at your option)
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8 ## any later version.
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9 ##
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10 ## Octave is distributed in the hope that it will be useful, but
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11 ## WITHOUT ANY WARRANTY; without even the implied warranty of
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12 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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13 ## General Public License for more details.
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14 ##
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15 ## You should have received a copy of the GNU General Public License
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16 ## along with Octave; see the file COPYING. If not, write to the Free
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17 ## Software Foundation, 59 Temple Place - Suite 330, Boston, MA
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18 ## 02111-1307, USA.
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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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28 ## Author: FL <Friedrich.Leisch@ci.tuwien.ac.at>
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29 ## Description: Compute autocorrelations
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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 usage ("autocor (X, h)");
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39 endif
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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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45 endfunction
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