Class AutoAndCrossCorrelation

Inheritance
Object
AutoAndCrossCorrelation
Inherited Members
Namespace: TowseyLibrary
Assembly: TowseyLibrary.dll
Syntax
public static class AutoAndCrossCorrelation

Methods

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AutoCorrelationOldJavaVersion(Double[])

A Java version of autocorrelation.

Declaration
public static double[] AutoCorrelationOldJavaVersion(double[] X)
Parameters
Type Name Description
Double[] X
Returns
Type Description
Double[]
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AutoCrossCorr(Double[])

Declaration
public static double[] AutoCrossCorr(double[] v)
Parameters
Type Name Description
Double[] v
Returns
Type Description
Double[]
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CorrelationCoefficient(Double[], Double[])

Pearsons correlation coefficient. Equals the covariance normalised by the sd's.

Declaration
public static double CorrelationCoefficient(double[] seriesX, double[] seriesY)
Parameters
Type Name Description
Double[] seriesX
Double[] seriesY
Returns
Type Description
Double
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CrossCorr(Double[], Double[])

returns the fft spectrum of a cross-correlation function.

Declaration
public static double[] CrossCorr(double[] v1, double[] v2)
Parameters
Type Name Description
Double[] v1
Double[] v2
Returns
Type Description
Double[]
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DetectPeriodicityInArray(Double[], Int32)

Declaration
public static Tuple<double, double> DetectPeriodicityInArray(double[] array, int zeroBinCount)
Parameters
Type Name Description
Double[] array
Int32 zeroBinCount
Returns
Type Description
Tuple<Double, Double>
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DetectPeriodicityInLongArray(Double[], Int32, Int32, Int32)

Declaration
public static Tuple<double[], double[]> DetectPeriodicityInLongArray(double[] array, int step, int segmentLength, int zeroBinCount)
Parameters
Type Name Description
Double[] array
Int32 step
Int32 segmentLength
Int32 zeroBinCount
Returns
Type Description
Tuple<Double[], Double[]>
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DetectXcorrelationInTwoArrays(Double[], Double[], Int32, Int32, Double, Double)

Declaration
public static Tuple<double[], double[]> DetectXcorrelationInTwoArrays(double[] array1, double[] array2, int step, int sampleLength, double minPeriod, double maxPeriod)
Parameters
Type Name Description
Double[] array1
Double[] array2
Int32 step
Int32 sampleLength
Double minPeriod
Double maxPeriod
Returns
Type Description
Tuple<Double[], Double[]>
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GetAutoCorrelationOfSeries(Double[])

Declaration
public static double[] GetAutoCorrelationOfSeries(double[] x)
Parameters
Type Name Description
Double[] x
Returns
Type Description
Double[]
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GetAverage(Double[])

Declaration
public static double GetAverage(double[] data)
Parameters
Type Name Description
Double[] data
Returns
Type Description
Double
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GetCorrelation(Double[], Double[])

Declaration
public static double GetCorrelation(double[] x, double[] y)
Parameters
Type Name Description
Double[] x
Double[] y
Returns
Type Description
Double
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GetStdev(Double[])

Declaration
public static double GetStdev(double[] data)
Parameters
Type Name Description
Double[] data
Returns
Type Description
Double
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GetVariance(Double[])

Declaration
public static double GetVariance(double[] data)
Parameters
Type Name Description
Double[] data
Returns
Type Description
Double
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Main()

Declaration
public static void Main()
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MyCrossCorrelation(Double[], Double[])

my own effort at Crosscorrelation. Input array is assumed to be of even length. It returns an array twice length of input array. The first and last entries of the returned array will not be written to and contain zeros.

Declaration
public static double[] MyCrossCorrelation(double[] x1, double[] x2)
Parameters
Type Name Description
Double[] x1
Double[] x2
Returns
Type Description
Double[]
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TestCrossCorrelation()

Declaration
public static void TestCrossCorrelation()