Vector.AutoCorrBiased Method

TVec AutoCorrBiased(TVec Vec, Int32 Lags)

Biased auto-correlation.

#	Name	Type	Description
1	Vec	TVec	source TVec
2	Lags	Int32

Result: stored in self (calling object), returns self for chaining

Remarks:

Calculates the biased auto-correlation of the vector Vec. The result of Length = Lags is stored in the calling vector (V). The Lags parameter must be equal or smaller than the calling vector length. The biased auto-correlation is defined by the following equation:

\begin{aligned} \text{V}[k] &= \frac{1}{\text{Length}} \sum _{k=0} ^{\text{Length}-1} \text{Vec}[k] \cdot \text{Vec}[k+n] ,\quad \text{where } 0 \leq k \leq \text{Lags} \\ \text{Vec}[k] &= \begin{cases} \text{Vec}[k] & 0\leq k \leq \text{Length} \\ 0 & \text{otherwise} \end{cases} \end{aligned}

Examples

Vector a;
Vector b;
a.SetIt(false,new double[] {1,2,3,4});
b.AutoCorrBiased(a,2);

See Also: Vector.AutoCorrNormal, Vector.AutoCorrUnBiased