|int crosscorrelate (x, y, cvec, dim, avg)||STATFUNS.C||Level 3|
|float *x, *y||The x and y input vectors.|
|float *cvec||The output correlation function.|
|int dim||The dimension of the three arrays.|
|int avg||= 1 the average of the x and y vectors will be subtracted
from the respective vectors before the correlation.
= 0 the average will not be subtracted.
|Calculate the cross-correlation function for two functions. If they
are the same, the auto-correlation function will be calculated.
Each function is given at equally-spaced ordinates 0,,t,,dim.The cross-correlation function is defined as
<x> = average of x. If avg == 0, the average will not be subtracted from the vector(s). The output vector, cvec,
will have dimension k. The correlation coefficient is cvec, and ranges from -1.0 to 1.0. A correlation coefficient of 1.0 means that the functions x and y are fully correlated. -1.0 means that they are anticorrelated.
crosscorrelate() returns 1 if one vector was all zeros, or if memory allocation failed. It returns 0 upon succcess.