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| problem with corrr1d http://forum.alglib.net/viewtopic.php?f=2&t=344 |
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| Author: | john_16 [ Thu Apr 21, 2011 4:50 am ] |
| Post subject: | problem with corrr1d |
Hello. I can't understand how working this function and what is the result. I read description and have that mind: data1 is first array of data is sin with frequency=1, data2 is second array is the same array. If I do correlation function whith this i must obtain some result that means thas the input arrays are equal? i do this , for example: Code: corrr1d(data1, 10, data2, len(data2)) where len(data2)=80 the result is not any talking me about anything. if plot it a will see some sin with larger amplitude and some delay. what i do wrong or may be i something don't understand? p.s. не особо люблю выражаться на английском |
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| Author: | Sergey.Bochkanov [ Thu Apr 21, 2011 12:29 pm ] |
| Post subject: | Re: problem with corrr1d |
Because it is cross-correlation, not statistical one. It returns vector of values, where each component of the vector is correlation of two function with one of them being shifted. As for your situation, correlation of sine with itself will be sine too. |
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