xcorr1 Estimates the cross-correlation. [R, lag] = xcorr1 (X, Y, maxlag, scale) [R, lag] = xcorr1 (X, Y, maxlag) [R, lag] = xcorr1 (X, Y) X: [non-empty; real or complex; vector or matrix] data. Y: [real or complex vector] data. maxlag: [integer scalar] maximum correlation lag If omitted, the default value is N-1, where N is the greater of the lengths of X and Y or, if X is a matrix, the number of rows in X. scale: [character string] specifies the type of scaling applied to the correlation vector (or matrix). is one of: This is an Octave function. Estimate the cross correlation R_xy(k) of vector arguments X and Y or, if Y is omitted, estimate autocorrelation R_xx(k) of vector X, for a range of lags k specified by argument "maxlag". If X is a matrix, each column of X is correlated with itself and every other column. The cross-correlation estimate between vectors "x" and "y" (of length N) for lag "k" is given by N R_xy(k) = sum x_{i+k} conj(y_i), i=1 where data not provided (for example x(-1), y(N+1)) is zero. Note the definition of cross-correlation given above. To compute a cross-correlation consistent with the field of statistics, see xcov.