view scripts/signal/autocor.m @ 3449:858695b3ed62

[project @ 2000-01-18 04:08:59 by jwe]
author jwe
date Tue, 18 Jan 2000 04:09:14 +0000
parents f8dde1807dee
children e031284eea27
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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