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, \(q(k) = \sum_{n=k}^{m-1} x(n) x(n-k) \text{ for } k = 0 \dots N\)

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.