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kimon
 Post subject: example of corrr1d
PostPosted: Mon Nov 08, 2010 3:49 pm 
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Joined: Mon Nov 08, 2010 3:45 pm
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I cannot find any example of cross correlation analysis using alglib::corrr1d. On my first attempt it seems that the results need to be normalized using some factor. Could it be?

Thanks
Kimon
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Sergey.Bochkanov
 Post subject: Re: example of corrr1d
PostPosted: Mon Nov 08, 2010 5:03 pm 
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That depends on problem you want to solve. Discrete cross-correlation is just a sum of products, without any normalization factor. But if your data are actually values of some function sampled with some interval, then you may need to multiply cross-correlation coefficient by some scaling factor which is proportional to the sampling step.
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