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BUG IN C_CORRELATE [message #5651]

Wed, 31 January 1996 00:00

Jack Saba
Messages: 30
Registered: January 1996

Member

There appears to be a bug in c_correlate. The documentation says
the sums in the denominator go from 0 --> N-1. However, as
implemented, they go from 0 --> N-2. The same seems to be the
case for a_correlate.

I'm not an expert on correlation analysis, but the definition of
the cross-correlation in these functions strikes me as odd. The
use of the entire vector in the denominator means that the
cross-correlation at large lag is decreased wrt smaller lags
because more elements of the vector are used in the denominator
than in the numerator. Is this the normal definition, or should
the sums in the denominator include only the elements that are
are used in the numerator?

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[Message index]

		BUG IN C_CORRELATE By: Jack Saba on Wed, 31 January 1996 00:00
		Re: BUG IN C_CORRELATE By: sogawa on Thu, 01 February 1996 00:00

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