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
Sets for this method … |
Default |
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'} |
|
Method: ao/window |
|
Method: ao/xfit |
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©LTP Team