TVec.CrossCorr Method

The cross-correlation of two vectors.

Pascal

function CrossCorr(const Vec1: TVec; const Vec2: TVec; HiLag: integer; LoLag: integer; CorrelationNorm: TCorrNorm = cnDefault; const Buffer: TVecInt = nil): 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:

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.

Example

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

TVec Class, TVec Members, MtxVec Namespace, public, Example, See Also

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