TVec.CrossCorr Method

Summary

The cross-correlation of two vectors.

Class
TVec

Declaration

Function CrossCorr(Vec1, Vec2: TVec; HiLag, 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:

See Also
AutoCorrBiased
AutoCorrNormal
AutoCorrUnBiased

Example 1

        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;