Vector::AutoCorrUnBiased Method

TVec AutoCorrUnBiased(TVec Vec, int Lags) const;

Unbiased auto-correlation.

#	Name	Type	Description
1	Vec	TVec *
2	Lags	int

Remarks:

Calculate the unbiased 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 (V) length. The unbiased auto-correlation is defined by the following equation:

\begin{aligned} \text{V}[k] &= \frac{1}{\text{Length}-|n|} \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

#include "MtxExpr.h"

using namespace Dew;
using namespace Dew::Math;

void Example()
{
    Vector a, b;

    a.SetIt(false, DewArray<double>{1, 2, 3, 4});
    b.AutoCorrUnBiased(a, 2);
}

See Also: Vector::AutoCorrBiased, Vector::AutoCorrNormal

Declared in Dew::Math::Vector · Dew.Math/MtxExpr.h · Cross-compiler

TVec *AutoCorrUnBiased(TVec *Vec, int Lags) const;

TVec AutoCorrUnBiased(TVec Vec, int Lags) const;