📄 autocorr.m
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function auto = autocorr(a);
%AUTOCORR Calculation of autocorrelation function
% for a given sequence of observations
%Kai Borre 8-5-96
%Copyright (c) 1997 by Kai Borre
%$Revision 1.0 $ $Date: 1997/09/22 $
e = exist('autocorr.eps');
if e ~= 0
delete autocorr.eps
end
if nargin == 0
a = randn(300,1);
end;
m = mean(a);
[n,o] = size(a);
for shift = 0:n-2
sum = 0;
for i = 1:n-shift
sum = sum+(a(i)-m)*(a(i+shift)-m);
end;
auto(shift+1) = sum/(n-shift-1);
end;
% The rightmost values of the autocorrelation function
% are not reliable; we decide to omit the last 20%
to_plot = round(.8*size(auto,2));
q = auto(1:to_plot);
figure
hold on
bar(0:to_plot-1,q,'r-')
plot([0 to_plot],[0 0],'g-')
%title('Autocorrelation','Fontsize',14)
ylabel('[ ]-squared','FontSize',14)
%xlabel('Epochs, interval 20 seconds','FontSize',14)
set(gca,'FontSize',14)
hold off
print autocorr -deps
%%%%%%%%%%%%%% end autocorr.m %%%%%%%%%%%%%%%%%%%%%%%%%%%
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