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.
Assumptions: 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[0], 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. |