function [R, lag] = xcorr1 (X, Y, maxlag, scale) //Estimates the cross-correlation. //Calling Sequence //[R, lag] = xcorr1 (X, Y, maxlag, scale) //[R, lag] = xcorr1 (X, Y, maxlag) //[R, lag] = xcorr1 (X, Y) //Parameters //X: [non-empty; real or complex; vector or matrix] data. //Y: [real or complex vector] data. // If X is a matrix (not a vector), Y must be omitted. Y may be omitted if X is a vector; in this case xcorr estimates the autocorrelation of X. //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: // ‘none’ - return the unscaled correlation, R, //‘biased’ - return the biased average, R/N, //‘unbiased’ - return the unbiased average, R(k)/(N-|k|), //‘coeff’ - return the correlation coefficient, R/(rms(x).rms(y)), where "k" is the lag, and "N" is the length of X. If omitted, the default value is "none". If Y is supplied but does not have the same // length as X, scale must be "none". //Description //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. //Examples //[R, lag] = xcorr1 ( [5 5], [2 2], 2, 'biased' ) // //R = // // 0 5 10 5 0 // //lag = // // -2 -1 0 1 2 funcprot(0); lhs = argn(1) rhs = argn(2) if (rhs < 1 | rhs > 4) error("Wrong number of input arguments.") end select(rhs) case 2 then if(lhs==1) R = callOctave("xcorr", X) elseif(lhs==2) [R, lag] = callOctave("xcorr", X) else error("Wrong number of output argments.") end case 2 then if(lhs==1) R = callOctave("xcorr", X, Y) elseif(lhs==2) [R, lag] = callOctave("xcorr", X, Y) else error("Wrong number of output argments.") end case 3 then if(lhs==1) R = callOctave("xcorr", X, Y, maxlag) elseif(lhs==2) [R, lag] = callOctave("xcorr", X, Y, maxlag) else error("Wrong number of output argments.") end case 4 then if(lhs==1) R = callOctave("xcorr", X, Y, maxlag, scale) elseif(lhs==2) [R, lag] = callOctave("xcorr", X, Y, maxlag, scale) else error("Wrong number of output argments.") end end endfunction