Method ao/xcorr


  XCORR makes cross-correlation estimates of the time-series
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  DESCRIPTION: XCORR makes cross-correlation estimates of the time-series
               objects in the input analysis objects. The cross-correlation is
               computed using MATLAB's xcorr (>> help xcorr).
 
  CALL:        b = xcorr(a1,a2,pl)
 
  INPUTS:      b     - output analysis objects
               a1,a2 - input analysis objects (only two)
               pl    - input parameter list
 
               The function makes correlation estimates between a1 and a2.
 
               If only on AO is input, the auto-correlation is computed.
 
               If the last input argument is a parameter list (plist) it is used.
               The following parameters are recognised.
 
  Parameters Description
 
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Method Details
Access public
Defining Class ao
Sealed 0
Static 0

Parameter Description

Default

no description
Key Default Value Options Description
xcorr
MAXLAG -1 none Compute over a range of lags -MaxLag to MaxLag [default: M-1]
SCALE 'none'
  • 'none'
  • 'biased'
  • 'unbiased'
  • 'coeff'
normalisation of the correlation. Choose from:
  • 'biased' - scales the raw cross-correlation by 1/M
  • 'unbiased' - scales the raw correlation by 1/(M-abs(lags))
  • 'coeff' - normalizes the sequence so that the auto-correlations
    at zero lag are identically 1.0.
  • 'none' - no scaling

Example

plist('MAXLAG', [-1], 'SCALE', 'none')

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Some information of the method ao/xcorr are listed below:
Class name ao
Method name xcorr
Category Signal Processing
Package name ltpda
VCS Version 967b0eec0dece803a81af8ef54ad2f8c784b20b2
Min input args 2
Max input args -1
Min output args 1
Max output args -1
Can be used as modifier 0
Supported numeric types {'double'}




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