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TVec.AutoCorrBiased Method

Biased auto-correlation.

Pascal
function AutoCorrBiased(const Vec: TVec; Lags: integer; const Buffer: TVecInt = nil): TVec;

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: 

 

 

The Buffer parameter allows the same work memory to be used between consecutive calls to this and other functions. The Buffer object will not be resized, if sufficient memory is present.

var a,b: TVec; begin CreateIt(a,b); try a.SetIt(False,[1,2,3,4]); b.AutoCorrBiased(a,2); finally FreeIt(a,b); end; end;
Examples on GitHub
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