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TVec.AutoCorrUnBiased Method
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Unbiased auto-correlation.

Syntax
C#
Visual Basic
public TVec AutoCorrUnBiased([In] TVec Vec, int Lags, [In] TVecInt Buffer);
Remarks

Calculate the unbiased 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 unbiased 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.

See Also
Example
using Dew.Math; using Dew.Math.Units; namespace Dew.Examples { void Example() { TVec a,b; MtxVec.CreateIt(out a, aut b); try { a.SetIt(false, new double[] {1,2,3,4}); b.AutoCorrUnBiased(a,2); } finally { MtxVec.FreeIt(ref a, ref b); } } }
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