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| DSP.Correlation | | Portability | portable | | Stability | experimental | | Maintainer | m.p.donadio@ieee.org |
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| Description |
This module contains routines to perform cross- and auto-correlation.
These formulas can be found in most DSP textbooks. In the following routines, x and y are assumed to be of the same
length.
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| Synopsis |
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| rxy :: (Ix a, Integral a, RealFloat b) => Array a (Complex b) -> Array a (Complex b) -> a -> Complex b | | | rxy_b :: (Ix a, Integral a, RealFloat b) => Array a (Complex b) -> Array a (Complex b) -> a -> Complex b | | | rxy_u :: (Ix a, Integral a, RealFloat b) => Array a (Complex b) -> Array a (Complex b) -> a -> Complex b | | | rxx :: (Ix a, Integral a, RealFloat b) => Array a (Complex b) -> a -> Complex b | | | rxx_b :: (Ix a, Integral a, RealFloat b) => Array a (Complex b) -> a -> Complex b | | | rxx_u :: (Ix a, Integral a, RealFloat b) => Array a (Complex b) -> a -> Complex b |
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| Documentation |
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| rxy |
| :: (Ix a, Integral a, RealFloat b) | | | => Array a (Complex b) | x | | -> Array a (Complex b) | y | | -> a | k | | -> Complex b | R_xy[k] | | raw cross-correllation |
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| rxy_b |
| :: (Ix a, Integral a, RealFloat b) | | | => Array a (Complex b) | x | | -> Array a (Complex b) | y | | -> a | k | | -> Complex b | R_xy[k] / N | | biased cross-correllation |
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| rxy_u |
| :: (Ix a, Integral a, RealFloat b) | | | => Array a (Complex b) | x | | -> Array a (Complex b) | y | | -> a | k | | -> Complex b | R_xy[k] / (N-k) | | unbiased cross-correllation |
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| rxx |
| :: (Ix a, Integral a, RealFloat b) | | | => Array a (Complex b) | x | | -> a | k | | -> Complex b | R_xx[k] | | raw auto-correllation |
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| rxx_b |
| :: (Ix a, Integral a, RealFloat b) | | | => Array a (Complex b) | x | | -> a | k | | -> Complex b | R_xx[k] / N | | biased auto-correllation |
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| rxx_u |
| :: (Ix a, Integral a, RealFloat b) | | | => Array a (Complex b) | x | | -> a | k | | -> Complex b | R_xx[k] / (N-k) | | unbiased auto-correllation |
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| Produced by Haddock version 0.4 |