TVec.AutoCorrUnBiased Method

Summary

Unbiased auto-correlation.

Class
TVec

Declaration

Function AutoCorrUnBiased(Vec: TVec; Lags: integer): TVec;

Description

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:

See Also
AutoCorrBiased
AutoCorrNormal

Example 1

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