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<?xml version="1.0" encoding="UTF-8"?>
<!--
*
* This help file was generated from xcov1.sci using help_from_sci().
*
-->
<refentry version="5.0-subset Scilab" xml:id="xcov1" xml:lang="en"
xmlns="http://docbook.org/ns/docbook"
xmlns:xlink="http://www.w3.org/1999/xlink"
xmlns:svg="http://www.w3.org/2000/svg"
xmlns:ns3="http://www.w3.org/1999/xhtml"
xmlns:mml="http://www.w3.org/1998/Math/MathML"
xmlns:scilab="http://www.scilab.org"
xmlns:db="http://docbook.org/ns/docbook">
<refnamediv>
<refname>xcov1</refname>
<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>
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