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Vector.CrossCorr Method
Vector Record | Vector Members | MtxExpr Namespace | public | Example | See Also
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The cross-correlation of two vectors.

Pascal
function CrossCorr(const Vec1: TVec; const Vec2: TVec; HiLag: integer; LoLag: integer): TVec;
Description

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: 

 

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