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  • Committer: Bazaar Package Importer
  • Author(s): Torsten Werner
  • Date: 2002-03-21 16:57:43 UTC
  • Revision ID: james.westby@ubuntu.com-20020321165743-e9mv12c1tb1plztg
Tags: upstream-2.6
Import upstream version 2.6

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macros/arma/acf.sci
 
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function [ac,Mean]=acf(x,n,minim,maxim)
 
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//function acp(x,n,[minim,maxim])
 
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// Autocorrelation for one-deimensional process
 
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// Copyright INRIA
 
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[lhs,rhs]=argn(0)
 
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if rhs <= 1 ; n=prod(size(x))/4;end
 
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if rhs <= 2 ; minim=-1.0;end
 
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if rhs <= 3 ; maxim= 1.0;end
 
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[cov,Mean]=corr(x,n+1);
 
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ac=cov'/cov(1);
 
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plot2d3("onn",(0:n)',ac,[1],"011"," ",[0,minim,n,maxim]);
 
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//stde=sqrt((1+2*ac(2:n+1)'*ac(2:n+1))*1/prod(size(x)))
 
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stde=2*sqrt(1/prod(size(x)));
 
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plot2d( [0,0,0;n,n,n],[0,stde,-stde;0,stde,-stde],[1,2,2],"000")
 
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xtitle('Autocorrelation Function ');