pydsm.correlations.raw_acorr

pydsm.correlations.raw_acorr(x, N)

Computes the raw autocorrelation of a vector up to lag N.

Parameters

xarray_like

1-D sequence to compute the auto-correlation upon

Nint

the maximum (positive) lag of the raw auto-correlation to return.

Returns

qndarray

the raw (unnormalized) autocorrelation vector. Assuming that m is the length of x q(k) = sum_{n=k}^{m-1} x(n) x(n-k) for k = 0 … N

Notes

The routine does not make any check on the length of x and N. It is responsibility of the user to assure that len(x)>=N. In some cases (but only in some cases), zero padding is practiced.