Search
Code Directory
 ASP
 ASP.NET
 C/C++
 CFML
 CGI/PERL
 Delphi
 Development
 Flash
 HTML
 Java
 JavaScript
 Pascal
 PHP
 Python
 SQL
 Tools
 Visual Basic & VB.NET
 XML
New Code
Softros LAN messenger 9.2
GetOrgChart 2.5.2
Alvas.Audio 2018.0
Bytescout PDF Viewer SDK 9.0.0.3079
SecureBridge 8.2
Magento Language Translator 1.0
Australia Post Shipping For Magento 1.0
Excel Add-in for SQL Server 1.7
ODBC Driver for BigCommerce 1.3
Excel Add-in for SQLite 1.7
SentiVeillance SDK Trial 6.0.183849
dotConnect for Dynamics CRM 1.7
Entity Developer 6.3
dbForge Documenter for Oracle 1.0
dbForge Data Generator for Oracle 2.0
Top Code
K-means algorithm demo 1.0
Performance Tips and Tricks in .NET Applications
Oracle Data Access Components 6.00
Pet Listing & Classified Ads Script 1.0
Hotel Management - Full Board Version 6.55
Online Food Ordeing System 1.0
JustAjax Table 0.7
Banner Management Script
Splasher
The BEST TIC-TAC-TOE 1.1
Pixel Scan 1.0
Custom Business Card Script 1.0.4
VG CL Library 5.1
Libecc 0.11.1
Delphi2Cpp 1.1.5
Top Rated
Output Messenger 1.8.0
Aliexpress Clone- Ec21 Script 1
Indiegogo Clone 3.0
Advanced MLM Software 1.2
Online Food Ordeing System 1.0
PHP Image Resize Script 1.0
Best Spotify Clone 1.0
Get Random Record Based on Weight 1.0.0
PHP Point of sale 10.0
Travel Portal Script 9.29
Excel Add-in for Bigcommerce 1.6
Magento Product Designer 1.0
OFOS - Just Eat Clone Script 1.0
PrestaShop Upload Images Module 1.2.1
Trading Software 1.2.4
Autocovariance 1.0
File ID: 85543






Autocovariance 1.0
Download Autocovariance 1.0http://www.mathworks.comReport Error Link
License: Shareware
File Size: 10.0 KB
Downloads: 5
Submit Rating:
Autocovariance 1.0 Description
Description: Computes the autocovariance of two columns vectors consistently with the var and cov functions.
autocov computes the autocovariance between two column vectors X and Y with same length N using the Fast Fourier Transform algorithm from 0 to N-2.

The resulting autocovariance column vector acv is given by the formula:

acv(p,1) = 1/(N-p) * sum_{i=1}^{N}(X_{i} - X_bar) * (Y_{i+p} - Y_bar)

where X_bar and Y_bar are the mean estimates:

X_bar = 1/N * sum_{i=1}^{N} X_{i}; Y_bar = 1/N * sum_{i=1}^{N} Y_{i}

It satisfies the following identities:
1. variance consistency: if acv = autocov(X,X), then acv(1,1) = var(X)
2. covariance consistence: if acv = autocov(X,Y), then acv(1,1) = cov(X,Y)

License: Shareware

Related: estimates, sum, satisfies, Bar, y i2bp, identities

O/S:BSD, Linux, Solaris, Mac OS X

File Size: 10.0 KB

Downloads: 5



More Similar Code

computes the sample autocovariance of a time series x for lags
from 0 to maxlag, returning a column vector of length maxlag+1. x must be a column vector having length m not less than maxlag+1. If no value is supplied for maxlag, the default is the minimum of m-1 and 100.



This function takes an RGB image as input and gives the FWHM and 1/e^2 radius of Gaussian-assumed speckles in the horizontal and vertical directions in pixel units.
The function is heavily commented for very easy use, and all mathematical...

User Review for Autocovariance
- required fields
     

Please enter text on the image