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annotate scripts/signal/autocor.m @ 3426:f8dde1807dee

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[project @ 2000-01-13 08:40:00 by jwe]
author jwe
date Thu, 13 Jan 2000 08:40:53 +0000
parents e4f4b2d26ee9
children 858695b3ed62
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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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17 ## usage: autocor (X [, h])
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18 ##
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19 ## returns the autocorrelations from lag 0 to h of vector X.
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20 ## If h is omitted, all autocorrelations are computed.
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21 ## If X is a matrix, the autocorrelations of every single column are
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22 ## computed.
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23
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24 ## Author: FL <Friedrich.Leisch@ci.tuwien.ac.at>
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25 ## Description: Compute autocorrelations
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27 function retval = autocor (X, h)
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29 if (nargin == 1)
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30 retval = autocov (X);
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31 elseif (nargin == 2)
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32 retval = autocov (X, h);
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33 else
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34 usage ("autocor (X [, h])");
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35 endif
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36
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37 if (min (retval (1,:)) != 0)
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38 retval = retval ./ ( ones (rows (retval), 1) * retval(1, :) );
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39 endif
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41 endfunction
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