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CorrelationAuto(Double, Int32, Int32) Method

Auto-correlation function (ACF) based on FFT for lags between kMin and kMax.

Namespace: Altaxo.Calc.Statistics
Assembly: AltaxoCore (in AltaxoCore.dll) Version: 4.8.3179.0 (4.8.3179.0)
Syntax
C#
Copy
public static double[] Auto(
	double[] x,
	int kMax,
	int kMin = 0
)

Parameters

x  Double
The data array to calculate auto correlation for.
kMax  Int32
Max lag to calculate ACF for must be positive and smaller than x.Length.
kMin  Int32  (Optional)
Min lag to calculate ACF for (0 = no shift with acf=1) must be zero or positive and smaller than x.Length.

Return Value

Double
An array with the ACF as a function of the lags k.
See Also