Vector::CrossCorr Method

TVec CrossCorr(TVec Vec1, TVec *Vec2, int HiLag, int LoLag) const;

The cross-correlation of two vectors.

#	Name	Type
1	Vec1	TVec *
2	Vec2	TVec *
3	HiLag	int
4	LoLag	int

Remarks:

Calculate the cross-correlation of two vectors Vec1 and Vec2. The parameter HiLag indicates the top of the range of lags at which the correlation estimates should be computed. The parameter LoLag indicates the bottom of the range of lags at which the correlation estimates should be computed. The results are stored in calling vector. The resulting elements are defined by the equation:

\begin{aligned} \text{V}[n] &= \sum _{k=0} ^{\text{Vec1.Length}-1} \text{Vec1}[k] \text{Vec2}[n+k+\text{LoLag}], \quad 0\leq n \leq \text{HiLag}-\text{LoLag} \\ \text{Vec2}[k] &= \begin{cases} \text{Vec2}[k] & 0\leq k < \text{Vec2.Length}\\ 0 & \text{otherwise}\end{cases} \end{aligned}

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

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

TVec *CrossCorr(TVec *Vec1, TVec *Vec2, int HiLag, int LoLag) const;

TVec CrossCorr(TVec Vec1, TVec *Vec2, int HiLag, int LoLag) const;