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<span class="path"><a href="index.html">FOSSEE Signal Processing Toolbox</a> >> <a href="section_cc2bc01c47967d47fcf3507a91d572ba.html">FOSSEE Signal Processing Toolbox</a> > xcov1</span>
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<div class="refnamediv"><h1 class="refname">xcov1</h1>
<p class="refpurpose">Compute covariance at various lags [=correlation(x-mean(x),y-mean(y))].</p></div>
<div class="refsynopsisdiv"><h3 class="title">Calling Sequence</h3>
<div class="synopsis"><pre><span class="default">[</span><span class="default">R</span><span class="default">, </span><span class="default">lag</span><span class="default">] = </span><span class="default">xcov</span><span class="default"> (</span><span class="default">X</span><span class="default">)</span>
<span class="default">... = </span><span class="default">xcov</span><span class="default"> (</span><span class="default">X</span><span class="default">, </span><span class="default">Y</span><span class="default">)</span>
<span class="default">... = </span><span class="default">xcov</span><span class="default"> (..., </span><span class="default">maxlag</span><span class="default">)</span>
<span class="default">... = </span><span class="default">xcov</span><span class="default"> (..., </span><span class="default">scale</span><span class="default">)</span></pre></div></div>
<div class="refsection"><h3 class="title">Parameters</h3>
<dl><dt><span class="term">X:</span>
<dd><p class="para">Input vector</p></dd></dt>
<dt><span class="term">Y:</span>
<dd><p class="para">if specified, compute cross-covariance between X and Y, otherwise compute autocovariance of X.</p></dd></dt>
<dt><span class="term">maxlag:</span>
<dd><p class="para">is specified, use lag range [-maxlag:maxlag], otherwise use range [-n+1:n-1].</p></dd></dt>
<dt><span class="term">scale:</span>
<dd><p class="para"></p></dd></dt>
<dt><span class="term">'biased':</span>
<dd><p class="para">for covariance=raw/N,</p></dd></dt>
<dt><span class="term">'unbiased':</span>
<dd><p class="para">for covariance=raw/(N-|lag|),</p></dd></dt>
<dt><span class="term">'coeff':</span>
<dd><p class="para">for covariance=raw/(covariance at lag 0),</p></dd></dt>
<dt><span class="term">'none':</span>
<dd><p class="para">for covariance=raw</p></dd></dt>
<dt><span class="term">'none':</span>
<dd><p class="para">is the default.</p></dd></dt></dl></div>
<div class="refsection"><h3 class="title">Description</h3>
<p class="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.</p></div>
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