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Diffstat (limited to 'help/en_US/xcov1.xml')
-rw-r--r-- | help/en_US/xcov1.xml | 43 |
1 files changed, 42 insertions, 1 deletions
diff --git a/help/en_US/xcov1.xml b/help/en_US/xcov1.xml index 7a866bb..3872563 100644 --- a/help/en_US/xcov1.xml +++ b/help/en_US/xcov1.xml @@ -17,7 +17,48 @@ <refnamediv> <refname>xcov1</refname> - <refpurpose></refpurpose> + <refpurpose>Compute covariance at various lags [=correlation(x-mean(x),y-mean(y))].</refpurpose> </refnamediv> + +<refsynopsisdiv> + <title>Calling Sequence</title> + <synopsis> + [R, lag] = xcov (X) + ... = xcov (X, Y) + ... = xcov (..., maxlag) + ... = xcov (..., scale) + </synopsis> +</refsynopsisdiv> + +<refsection> + <title>Parameters</title> + <variablelist> + <varlistentry><term>X:</term> + <listitem><para> Input vector</para></listitem></varlistentry> + <varlistentry><term>Y:</term> + <listitem><para> if specified, compute cross-covariance between X and Y, otherwise compute autocovariance of X.</para></listitem></varlistentry> + <varlistentry><term>maxlag:</term> + <listitem><para> is specified, use lag range [-maxlag:maxlag], otherwise use range [-n+1:n-1].</para></listitem></varlistentry> + <varlistentry><term>scale:</term> + <listitem><para> </para></listitem></varlistentry> + <varlistentry><term>'biased':</term> + <listitem><para> for covariance=raw/N,</para></listitem></varlistentry> + <varlistentry><term>'unbiased':</term> + <listitem><para> for covariance=raw/(N-|lag|),</para></listitem></varlistentry> + <varlistentry><term>'coeff':</term> + <listitem><para> for covariance=raw/(covariance at lag 0),</para></listitem></varlistentry> + <varlistentry><term>'none':</term> + <listitem><para> for covariance=raw</para></listitem></varlistentry> + <varlistentry><term>'none':</term> + <listitem><para> is the default.</para></listitem></varlistentry> + </variablelist> +</refsection> + +<refsection> + <title>Description</title> + <para> +Compute covariance at various lags [=correlation(x-mean(x),y-mean(y))]. Returns the covariance for each lag in the range, plus an optional vector of lags. +</para> +</refsection> </refentry> |