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Sourcecode: octave-ci version File versions

autocor.m

## Copyright (C) 1995, 1996, 1997  Friedrich Leisch
## 
## This program is free software; you can redistribute it and/or modify
## it under the terms of the GNU General Public License as published by
## the Free Software Foundation; either version 2, or (at your option)
## any later version.
## 
## This program is distributed in the hope that it will be useful, but
## WITHOUT ANY WARRANTY; without even the implied warranty of
## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
## General Public License for more details. 
## 
## You should have received a copy of the GNU General Public License
## along with this file.  If not, write to the Free Software Foundation,
## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.

## usage:  autocor (X [, h])
## 
## returns the autocorrelations from lag 0 to h of vector X.
## If h is omitted, all autocorrelations are computed.
## If X is a matrix, the autocorrelations of every single column are
## computed. 
  
## Author:  FL <Friedrich.Leisch@ci.tuwien.ac.at>
## Description:  Compute autocorrelations
  
function retval = autocor (X, h)
  
  if (nargin == 1)
    retval = autocov (X);
  elseif (nargin == 2)
    retval = autocov (X, h);
  else
    usage ("autocor (X [, h])");    
  endif
  
  if (min (retval (1,:)) != 0)
    retval = retval ./ ( ones (rows (retval), 1) * retval(1, :) );
  endif
  
endfunction
    

  

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