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Vector.AutoCorrNormal Method

Normal auto-corellation.

Pascal
function AutoCorrNormal(const Vec: TVec; Lags: integer): TVec;

Calculates the normal 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 normal auto-correlation is defined by the following equation: 

 

var a,b: Vector; begin a.SetIt(False,[1,2,3,4]); b.AutoCorrNormal(a,2); end;
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