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3<title>mixpp: Miscellaneous SP Functions</title>
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60<div class="contents">
61<h1>Miscellaneous SP Functions<br>
62<small>
63[<a class="el" href="group__signal.html">Signal Processing (SP) Module</a>]</small>
64</h1><table border="0" cellpadding="0" cellspacing="0">
65<tr><td></td></tr>
66<tr><td colspan="2"><br><h2>Functions</h2></td></tr>
67<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="el" href="classitpp_1_1Vec.html#e83c1408740e41a7e29c383b71d4d544">cvec</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="group__sigproc.html#g9892728c9821cd23e054947d25cd53b7">itpp::xcorr</a> (const <a class="el" href="classitpp_1_1Vec.html#e83c1408740e41a7e29c383b71d4d544">cvec</a> &amp;x, const <a class="el" href="classitpp_1_1Vec.html#e83c1408740e41a7e29c383b71d4d544">cvec</a> &amp;y, const int max_lag=-1, const std::string scaleopt=&quot;none&quot;)</td></tr>
68
69<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Cross Correlation.  <a href="#g9892728c9821cd23e054947d25cd53b7"></a><br></td></tr>
70<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="el" href="classitpp_1_1Vec.html#e83c1408740e41a7e29c383b71d4d544">cvec</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="group__sigproc.html#g05bea498eb6e95267115bbb475cd941d">itpp::xcorr</a> (const <a class="el" href="classitpp_1_1Vec.html#e83c1408740e41a7e29c383b71d4d544">cvec</a> &amp;x, const int max_lag=-1, const std::string scaleopt=&quot;none&quot;)</td></tr>
71
72<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Cross Correlation.  <a href="#g05bea498eb6e95267115bbb475cd941d"></a><br></td></tr>
73<tr><td class="memItemLeft" nowrap align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="group__sigproc.html#g8642d544e6349c4d1dbcb27cd854d988">itpp::xcorr</a> (const <a class="el" href="classitpp_1_1Vec.html#e83c1408740e41a7e29c383b71d4d544">cvec</a> &amp;x, const <a class="el" href="classitpp_1_1Vec.html#e83c1408740e41a7e29c383b71d4d544">cvec</a> &amp;y, <a class="el" href="classitpp_1_1Vec.html#e83c1408740e41a7e29c383b71d4d544">cvec</a> &amp;out, const int max_lag=-1, const std::string scaleopt=&quot;none&quot;, bool autoflag=true)</td></tr>
74
75<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Cross Correlation.  <a href="#g8642d544e6349c4d1dbcb27cd854d988"></a><br></td></tr>
76<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="el" href="classitpp_1_1Mat.html#6bba394f181c76fda12759568986c613">mat</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="group__sigproc.html#g1337b4e0a3946b967572f05e8f8a64a9">itpp::cov</a> (const <a class="el" href="classitpp_1_1Mat.html#6bba394f181c76fda12759568986c613">mat</a> &amp;X, bool is_zero_mean=false)</td></tr>
77
78<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Covariance matrix calculation.  <a href="#g1337b4e0a3946b967572f05e8f8a64a9"></a><br></td></tr>
79<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="el" href="classitpp_1_1Vec.html#02e1bb55f60f3c2eb7a020eb1c2cfcf4">vec</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="group__sigproc.html#g771b5d7ed5b5e0d5ff283a2b360a2b94">itpp::spectrum</a> (const <a class="el" href="classitpp_1_1Vec.html#02e1bb55f60f3c2eb7a020eb1c2cfcf4">vec</a> &amp;v, int nfft=256, int noverlap=0)</td></tr>
80
81<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Power spectrum calculation.  <a href="#g771b5d7ed5b5e0d5ff283a2b360a2b94"></a><br></td></tr>
82<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="el" href="classitpp_1_1Vec.html#02e1bb55f60f3c2eb7a020eb1c2cfcf4">vec</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="group__sigproc.html#g24804e1227fb135d6117652a417b44c0">itpp::spectrum</a> (const <a class="el" href="classitpp_1_1Vec.html#02e1bb55f60f3c2eb7a020eb1c2cfcf4">vec</a> &amp;v, const <a class="el" href="classitpp_1_1Vec.html#02e1bb55f60f3c2eb7a020eb1c2cfcf4">vec</a> &amp;w, int noverlap=0)</td></tr>
83
84<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Power spectrum calculation.  <a href="#g24804e1227fb135d6117652a417b44c0"></a><br></td></tr>
85<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="el" href="classitpp_1_1Vec.html#02e1bb55f60f3c2eb7a020eb1c2cfcf4">vec</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="group__sigproc.html#gf90f15e8bf19424c1445d9a95970f1a2">itpp::filter_spectrum</a> (const <a class="el" href="classitpp_1_1Vec.html#02e1bb55f60f3c2eb7a020eb1c2cfcf4">vec</a> &amp;a, int nfft=256)</td></tr>
86
87<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Power spectrum calculation of a filter.  <a href="#gf90f15e8bf19424c1445d9a95970f1a2"></a><br></td></tr>
88<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="el" href="classitpp_1_1Vec.html#02e1bb55f60f3c2eb7a020eb1c2cfcf4">vec</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="group__sigproc.html#g24b2eabb9969e7ca90b75757bf239868">itpp::filter_spectrum</a> (const <a class="el" href="classitpp_1_1Vec.html#02e1bb55f60f3c2eb7a020eb1c2cfcf4">vec</a> &amp;a, const <a class="el" href="classitpp_1_1Vec.html#02e1bb55f60f3c2eb7a020eb1c2cfcf4">vec</a> &amp;b, int nfft=256)</td></tr>
89
90<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Power spectrum calculation of a filter.  <a href="#g24b2eabb9969e7ca90b75757bf239868"></a><br></td></tr>
91<tr><td class="memItemLeft" nowrap align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="group__sigproc.html#g0b2356993f9e980f0fb2a26e06fcb1e4">itpp::xcorr_old</a> (const <a class="el" href="classitpp_1_1Vec.html#02e1bb55f60f3c2eb7a020eb1c2cfcf4">vec</a> &amp;x, const <a class="el" href="classitpp_1_1Vec.html#02e1bb55f60f3c2eb7a020eb1c2cfcf4">vec</a> &amp;y, <a class="el" href="classitpp_1_1Vec.html#02e1bb55f60f3c2eb7a020eb1c2cfcf4">vec</a> &amp;out, const int max_lag=-1, const std::string scaleopt=&quot;none&quot;)</td></tr>
92
93<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Cross-correlation calculation.  <a href="#g0b2356993f9e980f0fb2a26e06fcb1e4"></a><br></td></tr>
94<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="g1f99701e2b0eba376159faf1fe954c88"></a><!-- doxytag: member="sigproc::xcorr" ref="g1f99701e2b0eba376159faf1fe954c88" args="(const vec &amp;x, const vec &amp;y, vec &amp;out, const int max_lag, const std::string scaleopt)" -->
95void&nbsp;</td><td class="memItemRight" valign="bottom"><b>itpp::xcorr</b> (const <a class="el" href="classitpp_1_1Vec.html#02e1bb55f60f3c2eb7a020eb1c2cfcf4">vec</a> &amp;x, const <a class="el" href="classitpp_1_1Vec.html#02e1bb55f60f3c2eb7a020eb1c2cfcf4">vec</a> &amp;y, <a class="el" href="classitpp_1_1Vec.html#02e1bb55f60f3c2eb7a020eb1c2cfcf4">vec</a> &amp;out, const int max_lag, const std::string scaleopt)</td></tr>
96
97<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="el" href="classitpp_1_1Vec.html#02e1bb55f60f3c2eb7a020eb1c2cfcf4">vec</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="group__sigproc.html#ge54c6432788931199ec028848c30accc">itpp::xcorr_old</a> (const <a class="el" href="classitpp_1_1Vec.html#02e1bb55f60f3c2eb7a020eb1c2cfcf4">vec</a> &amp;x, const <a class="el" href="classitpp_1_1Vec.html#02e1bb55f60f3c2eb7a020eb1c2cfcf4">vec</a> &amp;y, const int max_lag=-1, const std::string scaleopt=&quot;none&quot;)</td></tr>
98
99<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Cross-correlation calculation.  <a href="#ge54c6432788931199ec028848c30accc"></a><br></td></tr>
100<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="gd62951ec0b8111086d95e87cffc61673"></a><!-- doxytag: member="sigproc::xcorr" ref="gd62951ec0b8111086d95e87cffc61673" args="(const vec &amp;x, const vec &amp;y, const int max_lag, const std::string scaleopt)" -->
101<a class="el" href="classitpp_1_1Vec.html#02e1bb55f60f3c2eb7a020eb1c2cfcf4">vec</a>&nbsp;</td><td class="memItemRight" valign="bottom"><b>itpp::xcorr</b> (const <a class="el" href="classitpp_1_1Vec.html#02e1bb55f60f3c2eb7a020eb1c2cfcf4">vec</a> &amp;x, const <a class="el" href="classitpp_1_1Vec.html#02e1bb55f60f3c2eb7a020eb1c2cfcf4">vec</a> &amp;y, const int max_lag, const std::string scaleopt)</td></tr>
102
103<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="el" href="classitpp_1_1Vec.html#02e1bb55f60f3c2eb7a020eb1c2cfcf4">vec</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="group__sigproc.html#gc55897f3d77e7b9dba90d5c738c027e2">itpp::xcorr_old</a> (const <a class="el" href="classitpp_1_1Vec.html#02e1bb55f60f3c2eb7a020eb1c2cfcf4">vec</a> &amp;x, const int max_lag=-1, const std::string scaleopt=&quot;none&quot;)</td></tr>
104
105<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Auto-correlation calculation.  <a href="#gc55897f3d77e7b9dba90d5c738c027e2"></a><br></td></tr>
106<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="g344118b70e6d7b1d5f4728d8ba261f96"></a><!-- doxytag: member="sigproc::xcorr" ref="g344118b70e6d7b1d5f4728d8ba261f96" args="(const vec &amp;x, const int max_lag, const std::string scaleopt)" -->
107<a class="el" href="classitpp_1_1Vec.html#02e1bb55f60f3c2eb7a020eb1c2cfcf4">vec</a>&nbsp;</td><td class="memItemRight" valign="bottom"><b>itpp::xcorr</b> (const <a class="el" href="classitpp_1_1Vec.html#02e1bb55f60f3c2eb7a020eb1c2cfcf4">vec</a> &amp;x, const int max_lag, const std::string scaleopt)</td></tr>
108
109</table>
110<hr><h2>Function Documentation</h2>
111<a class="anchor" name="g1337b4e0a3946b967572f05e8f8a64a9"></a><!-- doxytag: member="itpp::cov" ref="g1337b4e0a3946b967572f05e8f8a64a9" args="(const mat &amp;X, bool is_zero_mean=false)" -->
112<div class="memitem">
113<div class="memproto">
114      <table class="memname">
115        <tr>
116          <td class="memname"><a class="el" href="classitpp_1_1Mat.html#6bba394f181c76fda12759568986c613">mat</a> itpp::cov           </td>
117          <td>(</td>
118          <td class="paramtype">const <a class="el" href="classitpp_1_1Mat.html#6bba394f181c76fda12759568986c613">mat</a> &amp;&nbsp;</td>
119          <td class="paramname"> <em>X</em>, </td>
120        </tr>
121        <tr>
122          <td class="paramkey"></td>
123          <td></td>
124          <td class="paramtype">bool&nbsp;</td>
125          <td class="paramname"> <em>is_zero_mean</em> = <code>false</code></td><td>&nbsp;</td>
126        </tr>
127        <tr>
128          <td></td>
129          <td>)</td>
130          <td></td><td></td><td></td>
131        </tr>
132      </table>
133</div>
134<div class="memdoc">
135
136<p>
137Covariance matrix calculation.
138<p>
139Calculates the covariance matrix of the observations in the matrix <img class="formulaInl" alt="$X$" src="form_356.png">. Each row is an observation and each column represents a variable.<p>
140The covariance is normalized with the number of observations <img class="formulaInl" alt="$N$" src="form_357.png">. The mean value is removed before calculation.<p>
141Set is_zero_mean if X already has zero mean.
142<p>References <a class="el" href="misc__stat_8cpp-source.html#l00071">itpp::mean()</a>.</p>
143
144</div>
145</div><p>
146<a class="anchor" name="g24b2eabb9969e7ca90b75757bf239868"></a><!-- doxytag: member="itpp::filter_spectrum" ref="g24b2eabb9969e7ca90b75757bf239868" args="(const vec &amp;a, const vec &amp;b, int nfft=256)" -->
147<div class="memitem">
148<div class="memproto">
149      <table class="memname">
150        <tr>
151          <td class="memname"><a class="el" href="classitpp_1_1Vec.html#02e1bb55f60f3c2eb7a020eb1c2cfcf4">vec</a> itpp::filter_spectrum           </td>
152          <td>(</td>
153          <td class="paramtype">const <a class="el" href="classitpp_1_1Vec.html#02e1bb55f60f3c2eb7a020eb1c2cfcf4">vec</a> &amp;&nbsp;</td>
154          <td class="paramname"> <em>a</em>, </td>
155        </tr>
156        <tr>
157          <td class="paramkey"></td>
158          <td></td>
159          <td class="paramtype">const <a class="el" href="classitpp_1_1Vec.html#02e1bb55f60f3c2eb7a020eb1c2cfcf4">vec</a> &amp;&nbsp;</td>
160          <td class="paramname"> <em>b</em>, </td>
161        </tr>
162        <tr>
163          <td class="paramkey"></td>
164          <td></td>
165          <td class="paramtype">int&nbsp;</td>
166          <td class="paramname"> <em>nfft</em> = <code>256</code></td><td>&nbsp;</td>
167        </tr>
168        <tr>
169          <td></td>
170          <td>)</td>
171          <td></td><td></td><td></td>
172        </tr>
173      </table>
174</div>
175<div class="memdoc">
176
177<p>
178Power spectrum calculation of a filter.
179<p>
180Calculates the power spectrum of a filter with transfer function a(z)/b(z)
181<p>References <a class="el" href="fix__functions_8cpp-source.html#l00076">itpp::abs()</a>, <a class="el" href="group__fft.html#g47b556fc383bceb3cc562045acfa9f00">itpp::fft()</a>, <a class="el" href="elem__math_8h-source.html#l00056">itpp::sqr()</a>, and <a class="el" href="fix__functions_8cpp-source.html#l00045">itpp::to_cvec()</a>.</p>
182
183</div>
184</div><p>
185<a class="anchor" name="gf90f15e8bf19424c1445d9a95970f1a2"></a><!-- doxytag: member="itpp::filter_spectrum" ref="gf90f15e8bf19424c1445d9a95970f1a2" args="(const vec &amp;a, int nfft=256)" -->
186<div class="memitem">
187<div class="memproto">
188      <table class="memname">
189        <tr>
190          <td class="memname"><a class="el" href="classitpp_1_1Vec.html#02e1bb55f60f3c2eb7a020eb1c2cfcf4">vec</a> itpp::filter_spectrum           </td>
191          <td>(</td>
192          <td class="paramtype">const <a class="el" href="classitpp_1_1Vec.html#02e1bb55f60f3c2eb7a020eb1c2cfcf4">vec</a> &amp;&nbsp;</td>
193          <td class="paramname"> <em>a</em>, </td>
194        </tr>
195        <tr>
196          <td class="paramkey"></td>
197          <td></td>
198          <td class="paramtype">int&nbsp;</td>
199          <td class="paramname"> <em>nfft</em> = <code>256</code></td><td>&nbsp;</td>
200        </tr>
201        <tr>
202          <td></td>
203          <td>)</td>
204          <td></td><td></td><td></td>
205        </tr>
206      </table>
207</div>
208<div class="memdoc">
209
210<p>
211Power spectrum calculation of a filter.
212<p>
213Calculates the power spectrum of a filter with transfer function a(z)
214<p>References <a class="el" href="fix__functions_8cpp-source.html#l00076">itpp::abs()</a>, <a class="el" href="group__fft.html#g47b556fc383bceb3cc562045acfa9f00">itpp::fft()</a>, <a class="el" href="elem__math_8h-source.html#l00056">itpp::sqr()</a>, and <a class="el" href="fix__functions_8cpp-source.html#l00045">itpp::to_cvec()</a>.</p>
215
216</div>
217</div><p>
218<a class="anchor" name="g24804e1227fb135d6117652a417b44c0"></a><!-- doxytag: member="itpp::spectrum" ref="g24804e1227fb135d6117652a417b44c0" args="(const vec &amp;v, const vec &amp;w, int noverlap=0)" -->
219<div class="memitem">
220<div class="memproto">
221      <table class="memname">
222        <tr>
223          <td class="memname"><a class="el" href="classitpp_1_1Vec.html#02e1bb55f60f3c2eb7a020eb1c2cfcf4">vec</a> itpp::spectrum           </td>
224          <td>(</td>
225          <td class="paramtype">const <a class="el" href="classitpp_1_1Vec.html#02e1bb55f60f3c2eb7a020eb1c2cfcf4">vec</a> &amp;&nbsp;</td>
226          <td class="paramname"> <em>v</em>, </td>
227        </tr>
228        <tr>
229          <td class="paramkey"></td>
230          <td></td>
231          <td class="paramtype">const <a class="el" href="classitpp_1_1Vec.html#02e1bb55f60f3c2eb7a020eb1c2cfcf4">vec</a> &amp;&nbsp;</td>
232          <td class="paramname"> <em>w</em>, </td>
233        </tr>
234        <tr>
235          <td class="paramkey"></td>
236          <td></td>
237          <td class="paramtype">int&nbsp;</td>
238          <td class="paramname"> <em>noverlap</em> = <code>0</code></td><td>&nbsp;</td>
239        </tr>
240        <tr>
241          <td></td>
242          <td>)</td>
243          <td></td><td></td><td></td>
244        </tr>
245      </table>
246</div>
247<div class="memdoc">
248
249<p>
250Power spectrum calculation.
251<p>
252Calculates the power spectrum using using the Welch method and the supplied window w.
253<p>References <a class="el" href="fix__functions_8cpp-source.html#l00076">itpp::abs()</a>, <a class="el" href="misc__stat_8h-source.html#l00252">itpp::energy()</a>, <a class="el" href="group__fft.html#g47b556fc383bceb3cc562045acfa9f00">itpp::fft()</a>, <a class="el" href="itassert_8h-source.html#l00107">it_assert_debug</a>, <a class="el" href="log__exp_8h-source.html#l00303">itpp::levels2bits()</a>, <a class="el" href="log__exp_8h-source.html#l00053">itpp::pow2i()</a>, <a class="el" href="elem__math_8h-source.html#l00056">itpp::sqr()</a>, <a class="el" href="fix__functions_8cpp-source.html#l00045">itpp::to_cvec()</a>, and <a class="el" href="matfunc_8h-source.html#l00279">itpp::zero_pad()</a>.</p>
254
255<p>Referenced by <a class="el" href="punct__convcode_8cpp-source.html#l00734">itpp::Punctured_Convolutional_Code::calculate_spectrum()</a>, <a class="el" href="convcode_8cpp-source.html#l01214">itpp::Convolutional_Code::calculate_spectrum()</a>, <a class="el" href="punct__convcode_8cpp-source.html#l00589">itpp::Punctured_Convolutional_Code::fast()</a>, and <a class="el" href="convcode_8cpp-source.html#l01296">itpp::Convolutional_Code::fast()</a>.</p>
256
257</div>
258</div><p>
259<a class="anchor" name="g771b5d7ed5b5e0d5ff283a2b360a2b94"></a><!-- doxytag: member="itpp::spectrum" ref="g771b5d7ed5b5e0d5ff283a2b360a2b94" args="(const vec &amp;v, int nfft=256, int noverlap=0)" -->
260<div class="memitem">
261<div class="memproto">
262      <table class="memname">
263        <tr>
264          <td class="memname"><a class="el" href="classitpp_1_1Vec.html#02e1bb55f60f3c2eb7a020eb1c2cfcf4">vec</a> itpp::spectrum           </td>
265          <td>(</td>
266          <td class="paramtype">const <a class="el" href="classitpp_1_1Vec.html#02e1bb55f60f3c2eb7a020eb1c2cfcf4">vec</a> &amp;&nbsp;</td>
267          <td class="paramname"> <em>v</em>, </td>
268        </tr>
269        <tr>
270          <td class="paramkey"></td>
271          <td></td>
272          <td class="paramtype">int&nbsp;</td>
273          <td class="paramname"> <em>nfft</em> = <code>256</code>, </td>
274        </tr>
275        <tr>
276          <td class="paramkey"></td>
277          <td></td>
278          <td class="paramtype">int&nbsp;</td>
279          <td class="paramname"> <em>noverlap</em> = <code>0</code></td><td>&nbsp;</td>
280        </tr>
281        <tr>
282          <td></td>
283          <td>)</td>
284          <td></td><td></td><td></td>
285        </tr>
286      </table>
287</div>
288<div class="memdoc">
289
290<p>
291Power spectrum calculation.
292<p>
293Calculates the power spectrum using the Welch method and a Hanning window.
294<p>References <a class="el" href="fix__functions_8cpp-source.html#l00076">itpp::abs()</a>, <a class="el" href="group__fft.html#g47b556fc383bceb3cc562045acfa9f00">itpp::fft()</a>, <a class="el" href="window_8cpp-source.html#l00056">itpp::hanning()</a>, <a class="el" href="itassert_8h-source.html#l00107">it_assert_debug</a>, <a class="el" href="log__exp_8h-source.html#l00303">itpp::levels2bits()</a>, <a class="el" href="log__exp_8h-source.html#l00053">itpp::pow2i()</a>, <a class="el" href="elem__math_8h-source.html#l00056">itpp::sqr()</a>, <a class="el" href="fix__functions_8cpp-source.html#l00045">itpp::to_cvec()</a>, and <a class="el" href="matfunc_8h-source.html#l00279">itpp::zero_pad()</a>.</p>
295
296</div>
297</div><p>
298<a class="anchor" name="g8642d544e6349c4d1dbcb27cd854d988"></a><!-- doxytag: member="itpp::xcorr" ref="g8642d544e6349c4d1dbcb27cd854d988" args="(const cvec &amp;x, const cvec &amp;y, cvec &amp;out, const int max_lag=&#45;1, const std::string scaleopt=&quot;none&quot;, bool autoflag=true)" -->
299<div class="memitem">
300<div class="memproto">
301      <table class="memname">
302        <tr>
303          <td class="memname">void itpp::xcorr           </td>
304          <td>(</td>
305          <td class="paramtype">const <a class="el" href="classitpp_1_1Vec.html#e83c1408740e41a7e29c383b71d4d544">cvec</a> &amp;&nbsp;</td>
306          <td class="paramname"> <em>x</em>, </td>
307        </tr>
308        <tr>
309          <td class="paramkey"></td>
310          <td></td>
311          <td class="paramtype">const <a class="el" href="classitpp_1_1Vec.html#e83c1408740e41a7e29c383b71d4d544">cvec</a> &amp;&nbsp;</td>
312          <td class="paramname"> <em>y</em>, </td>
313        </tr>
314        <tr>
315          <td class="paramkey"></td>
316          <td></td>
317          <td class="paramtype"><a class="el" href="classitpp_1_1Vec.html#e83c1408740e41a7e29c383b71d4d544">cvec</a> &amp;&nbsp;</td>
318          <td class="paramname"> <em>out</em>, </td>
319        </tr>
320        <tr>
321          <td class="paramkey"></td>
322          <td></td>
323          <td class="paramtype">const int&nbsp;</td>
324          <td class="paramname"> <em>max_lag</em> = <code>-1</code>, </td>
325        </tr>
326        <tr>
327          <td class="paramkey"></td>
328          <td></td>
329          <td class="paramtype">const std::string&nbsp;</td>
330          <td class="paramname"> <em>scaleopt</em> = <code>&quot;none&quot;</code>, </td>
331        </tr>
332        <tr>
333          <td class="paramkey"></td>
334          <td></td>
335          <td class="paramtype">bool&nbsp;</td>
336          <td class="paramname"> <em>autoflag</em> = <code>true</code></td><td>&nbsp;</td>
337        </tr>
338        <tr>
339          <td></td>
340          <td>)</td>
341          <td></td><td></td><td></td>
342        </tr>
343      </table>
344</div>
345<div class="memdoc">
346
347<p>
348Cross Correlation.
349<p>
350<div class="fragment"><pre class="fragment"> xcorr(x,y,out)
351</pre></div> Computes the cross-correlatin and returns in vector <b>out</b> 
352<p>References <a class="el" href="fix__functions_8cpp-source.html#l00076">itpp::abs()</a>, <a class="el" href="group__convertfunc.html#g0f093b7797b4e80006219f0dee101ecf">itpp::ceil_i()</a>, <a class="el" href="fix__functions_8cpp-source.html#l00098">itpp::conj()</a>, <a class="el" href="group__fft.html#g47b556fc383bceb3cc562045acfa9f00">itpp::fft()</a>, <a class="el" href="group__fft.html#gda0d68d66e55693b98d6f5a374943593">itpp::ifft()</a>, <a class="el" href="itassert_8h-source.html#l00173">it_warning</a>, <a class="el" href="specmat_8cpp-source.html#l00114">itpp::linspace()</a>, <a class="el" href="log__exp_8h-source.html#l00247">itpp::log2()</a>, <a class="el" href="tcp_8h-source.html#l00117">itpp::max()</a>, <a class="el" href="log__exp_8h-source.html#l00053">itpp::pow2i()</a>, <a class="el" href="elem__math_8h-source.html#l00126">itpp::sqrt()</a>, <a class="el" href="matfunc_8h-source.html#l00077">itpp::sum()</a>, <a class="el" href="fix__functions_8cpp-source.html#l00045">itpp::to_cvec()</a>, and <a class="el" href="matfunc_8h-source.html#l00279">itpp::zero_pad()</a>.</p>
353
354<p>Referenced by <a class="el" href="sigfun_8cpp-source.html#l00057">itpp::xcorr()</a>.</p>
355
356</div>
357</div><p>
358<a class="anchor" name="g05bea498eb6e95267115bbb475cd941d"></a><!-- doxytag: member="itpp::xcorr" ref="g05bea498eb6e95267115bbb475cd941d" args="(const cvec &amp;x, const int max_lag=&#45;1, const std::string scaleopt=&quot;none&quot;)" -->
359<div class="memitem">
360<div class="memproto">
361      <table class="memname">
362        <tr>
363          <td class="memname"><a class="el" href="classitpp_1_1Vec.html#e83c1408740e41a7e29c383b71d4d544">cvec</a> itpp::xcorr           </td>
364          <td>(</td>
365          <td class="paramtype">const <a class="el" href="classitpp_1_1Vec.html#e83c1408740e41a7e29c383b71d4d544">cvec</a> &amp;&nbsp;</td>
366          <td class="paramname"> <em>x</em>, </td>
367        </tr>
368        <tr>
369          <td class="paramkey"></td>
370          <td></td>
371          <td class="paramtype">const int&nbsp;</td>
372          <td class="paramname"> <em>max_lag</em> = <code>-1</code>, </td>
373        </tr>
374        <tr>
375          <td class="paramkey"></td>
376          <td></td>
377          <td class="paramtype">const std::string&nbsp;</td>
378          <td class="paramname"> <em>scaleopt</em> = <code>&quot;none&quot;</code></td><td>&nbsp;</td>
379        </tr>
380        <tr>
381          <td></td>
382          <td>)</td>
383          <td></td><td></td><td></td>
384        </tr>
385      </table>
386</div>
387<div class="memdoc">
388
389<p>
390Cross Correlation.
391<p>
392<div class="fragment"><pre class="fragment"> r = xcorr(x)
393</pre></div> returns the auto-correlation vecotr <b>r</b>.
394<p>References <a class="el" href="sigfun_8cpp-source.html#l00157">itpp::xcorr()</a>.</p>
395
396</div>
397</div><p>
398<a class="anchor" name="g9892728c9821cd23e054947d25cd53b7"></a><!-- doxytag: member="itpp::xcorr" ref="g9892728c9821cd23e054947d25cd53b7" args="(const cvec &amp;x, const cvec &amp;y, const int max_lag=&#45;1, const std::string scaleopt=&quot;none&quot;)" -->
399<div class="memitem">
400<div class="memproto">
401      <table class="memname">
402        <tr>
403          <td class="memname"><a class="el" href="classitpp_1_1Vec.html#e83c1408740e41a7e29c383b71d4d544">cvec</a> itpp::xcorr           </td>
404          <td>(</td>
405          <td class="paramtype">const <a class="el" href="classitpp_1_1Vec.html#e83c1408740e41a7e29c383b71d4d544">cvec</a> &amp;&nbsp;</td>
406          <td class="paramname"> <em>x</em>, </td>
407        </tr>
408        <tr>
409          <td class="paramkey"></td>
410          <td></td>
411          <td class="paramtype">const <a class="el" href="classitpp_1_1Vec.html#e83c1408740e41a7e29c383b71d4d544">cvec</a> &amp;&nbsp;</td>
412          <td class="paramname"> <em>y</em>, </td>
413        </tr>
414        <tr>
415          <td class="paramkey"></td>
416          <td></td>
417          <td class="paramtype">const int&nbsp;</td>
418          <td class="paramname"> <em>max_lag</em> = <code>-1</code>, </td>
419        </tr>
420        <tr>
421          <td class="paramkey"></td>
422          <td></td>
423          <td class="paramtype">const std::string&nbsp;</td>
424          <td class="paramname"> <em>scaleopt</em> = <code>&quot;none&quot;</code></td><td>&nbsp;</td>
425        </tr>
426        <tr>
427          <td></td>
428          <td>)</td>
429          <td></td><td></td><td></td>
430        </tr>
431      </table>
432</div>
433<div class="memdoc">
434
435<p>
436Cross Correlation.
437<p>
438<div class="fragment"><pre class="fragment"> r = xcorr(x,y)
439</pre></div> returns the cross-correlation vector <b>r</b>.
440<p>References <a class="el" href="sigfun_8cpp-source.html#l00157">itpp::xcorr()</a>.</p>
441
442</div>
443</div><p>
444<a class="anchor" name="gc55897f3d77e7b9dba90d5c738c027e2"></a><!-- doxytag: member="itpp::xcorr_old" ref="gc55897f3d77e7b9dba90d5c738c027e2" args="(const vec &amp;x, const int max_lag=&#45;1, const std::string scaleopt=&quot;none&quot;)" -->
445<div class="memitem">
446<div class="memproto">
447      <table class="memname">
448        <tr>
449          <td class="memname"><a class="el" href="classitpp_1_1Vec.html#02e1bb55f60f3c2eb7a020eb1c2cfcf4">vec</a> itpp::xcorr_old           </td>
450          <td>(</td>
451          <td class="paramtype">const <a class="el" href="classitpp_1_1Vec.html#02e1bb55f60f3c2eb7a020eb1c2cfcf4">vec</a> &amp;&nbsp;</td>
452          <td class="paramname"> <em>x</em>, </td>
453        </tr>
454        <tr>
455          <td class="paramkey"></td>
456          <td></td>
457          <td class="paramtype">const int&nbsp;</td>
458          <td class="paramname"> <em>max_lag</em> = <code>-1</code>, </td>
459        </tr>
460        <tr>
461          <td class="paramkey"></td>
462          <td></td>
463          <td class="paramtype">const std::string&nbsp;</td>
464          <td class="paramname"> <em>scaleopt</em> = <code>&quot;none&quot;</code></td><td>&nbsp;</td>
465        </tr>
466        <tr>
467          <td></td>
468          <td>)</td>
469          <td></td><td></td><td></td>
470        </tr>
471      </table>
472</div>
473<div class="memdoc">
474
475<p>
476Auto-correlation calculation.
477<p>
478<code>z=xcorr</code>(x,max_lag), where <em>x</em> and is a length <em>M</em> vector <em></em>(M&gt;1), returns the length <code>2*max_lag+1</code> auto-correlation sequence <em>z</em>. (lags: <code>-max_lag</code>,...,0,...,max_lag)<p>
479For <code>max_lag=-1</code> the auto-correlation sequence is of length <code>2*M-1</code>, i.e., the cross correlation for all possible lags.<p>
480Scaling options <em>scaleopt:</em> <ul>
481<li><em>none</em> <code>=&gt;</code> No scaling of the auto-correlation vector </li>
482<li><em>biased</em> <code>=&gt;</code> Scales the auto-correlation vector by <code>1/M</code> </li>
483<li><em>unbiased</em> <code>=&gt;</code> Scales the auto-correlation vector by <code>1/</code>(M-abs(lag)) </li>
484<li><em>coeff</em> <code>=&gt;</code> Normalises the auto-correlation so that <code>acf(x)=1</code> for zero lag.</li>
485</ul>
486<dl class="note" compact><dt><b>Note:</b></dt><dd><code>max_lag</code> <code>&lt;=</code> <code>M-1</code> </dd></dl>
487<dl compact><dt><b>Parameters:</b></dt><dd>
488  <table border="0" cellspacing="2" cellpadding="0">
489    <tr><td valign="top"></td><td valign="top"><em>x</em>&nbsp;</td><td>(Input) Vector of samples </td></tr>
490    <tr><td valign="top"></td><td valign="top"><em>max_lag</em>&nbsp;</td><td>(Input) Maximum lag for which the auto-correlation is calculated. The output vector is of size <code>2*maxlag+1</code>. Default value <code>max_lag=-1</code> calculates the auto-correlations for all possible lags. </td></tr>
491    <tr><td valign="top"></td><td valign="top"><em>scaleopt</em>&nbsp;</td><td>(Input) Indicates how the auto-correlation function should be scaled. Default value: <code>"none"</code> indicates that no scaling is done. </td></tr>
492  </table>
493</dl>
494<dl class="return" compact><dt><b>Returns:</b></dt><dd>The auto-correlation of <em>x</em>. </dd></dl>
495
496<p>References <a class="el" href="sigfun_8cpp-source.html#l00149">itpp::xcorr_old()</a>.</p>
497
498</div>
499</div><p>
500<a class="anchor" name="ge54c6432788931199ec028848c30accc"></a><!-- doxytag: member="itpp::xcorr_old" ref="ge54c6432788931199ec028848c30accc" args="(const vec &amp;x, const vec &amp;y, const int max_lag=&#45;1, const std::string scaleopt=&quot;none&quot;)" -->
501<div class="memitem">
502<div class="memproto">
503      <table class="memname">
504        <tr>
505          <td class="memname"><a class="el" href="classitpp_1_1Vec.html#02e1bb55f60f3c2eb7a020eb1c2cfcf4">vec</a> itpp::xcorr_old           </td>
506          <td>(</td>
507          <td class="paramtype">const <a class="el" href="classitpp_1_1Vec.html#02e1bb55f60f3c2eb7a020eb1c2cfcf4">vec</a> &amp;&nbsp;</td>
508          <td class="paramname"> <em>x</em>, </td>
509        </tr>
510        <tr>
511          <td class="paramkey"></td>
512          <td></td>
513          <td class="paramtype">const <a class="el" href="classitpp_1_1Vec.html#02e1bb55f60f3c2eb7a020eb1c2cfcf4">vec</a> &amp;&nbsp;</td>
514          <td class="paramname"> <em>y</em>, </td>
515        </tr>
516        <tr>
517          <td class="paramkey"></td>
518          <td></td>
519          <td class="paramtype">const int&nbsp;</td>
520          <td class="paramname"> <em>max_lag</em> = <code>-1</code>, </td>
521        </tr>
522        <tr>
523          <td class="paramkey"></td>
524          <td></td>
525          <td class="paramtype">const std::string&nbsp;</td>
526          <td class="paramname"> <em>scaleopt</em> = <code>&quot;none&quot;</code></td><td>&nbsp;</td>
527        </tr>
528        <tr>
529          <td></td>
530          <td>)</td>
531          <td></td><td></td><td></td>
532        </tr>
533      </table>
534</div>
535<div class="memdoc">
536
537<p>
538Cross-correlation calculation.
539<p>
540<code>z=xcorr</code>(x,y,max_lag), where <em>x</em> and <em>y</em> are length <em>M</em> vectors <em></em>(M&gt;1), returns the length <code>2*max_lag+1</code> cross-correlation sequence <em>z</em>. (lags: <code>-max_lag</code>,...,0,...,max_lag)<p>
541For <code>max_lag=-1</code> the cross-correlation sequence is of length <code>2*M-1</code>, i.e., the cross-correlation for all possible lags.<p>
542Scaling options <em>scaleopt:</em> <ul>
543<li><em>none</em> <code>=&gt;</code> No scaling of the cross-correlation vector </li>
544<li><em>biased</em> <code>=&gt;</code> Scales the cross-correlation vector by <code>1/M</code> </li>
545<li><em>unbiased</em> <code>=&gt;</code> Scales the cross-correlation vector by <code>1/</code>(M-abs(lag)) </li>
546<li><em>coeff</em> <code>=&gt;</code> Normalises the cross-correlation to 1 for zero lag.</li>
547</ul>
548<dl class="note" compact><dt><b>Note:</b></dt><dd><code>max_lag</code> <code>&lt;=</code> <code>M-1</code> <p>
549If <code>x</code> and <code>y</code> are of different length, the shortest one is zero-padded</dd></dl>
550<dl compact><dt><b>Parameters:</b></dt><dd>
551  <table border="0" cellspacing="2" cellpadding="0">
552    <tr><td valign="top"></td><td valign="top"><em>x</em>&nbsp;</td><td>(Input) Vector of samples </td></tr>
553    <tr><td valign="top"></td><td valign="top"><em>y</em>&nbsp;</td><td>(Input) Vector of samples </td></tr>
554    <tr><td valign="top"></td><td valign="top"><em>max_lag</em>&nbsp;</td><td>(Input) Maximum lag for which the cross-correlation is calculated. The output vector is of size <code>2*maxlag+1</code>. Default value: <code>max_lag=-1</code> calculates the cross-correlations for all possible lags </td></tr>
555    <tr><td valign="top"></td><td valign="top"><em>scaleopt</em>&nbsp;</td><td>(Input) Indicates how the cross-correlation function should be scaled. Default value: <code>"none"</code> indicates that no scaling is done </td></tr>
556  </table>
557</dl>
558<dl class="return" compact><dt><b>Returns:</b></dt><dd>The cross correlation between <em>x</em> and <em>y</em>. </dd></dl>
559
560<p>Referenced by <a class="el" href="sigfun_8cpp-source.html#l00042">itpp::xcorr_old()</a>.</p>
561
562</div>
563</div><p>
564<a class="anchor" name="g0b2356993f9e980f0fb2a26e06fcb1e4"></a><!-- doxytag: member="itpp::xcorr_old" ref="g0b2356993f9e980f0fb2a26e06fcb1e4" args="(const vec &amp;x, const vec &amp;y, vec &amp;out, const int max_lag=&#45;1, const std::string scaleopt=&quot;none&quot;)" -->
565<div class="memitem">
566<div class="memproto">
567      <table class="memname">
568        <tr>
569          <td class="memname">void itpp::xcorr_old           </td>
570          <td>(</td>
571          <td class="paramtype">const <a class="el" href="classitpp_1_1Vec.html#02e1bb55f60f3c2eb7a020eb1c2cfcf4">vec</a> &amp;&nbsp;</td>
572          <td class="paramname"> <em>x</em>, </td>
573        </tr>
574        <tr>
575          <td class="paramkey"></td>
576          <td></td>
577          <td class="paramtype">const <a class="el" href="classitpp_1_1Vec.html#02e1bb55f60f3c2eb7a020eb1c2cfcf4">vec</a> &amp;&nbsp;</td>
578          <td class="paramname"> <em>y</em>, </td>
579        </tr>
580        <tr>
581          <td class="paramkey"></td>
582          <td></td>
583          <td class="paramtype"><a class="el" href="classitpp_1_1Vec.html#02e1bb55f60f3c2eb7a020eb1c2cfcf4">vec</a> &amp;&nbsp;</td>
584          <td class="paramname"> <em>out</em>, </td>
585        </tr>
586        <tr>
587          <td class="paramkey"></td>
588          <td></td>
589          <td class="paramtype">const int&nbsp;</td>
590          <td class="paramname"> <em>max_lag</em> = <code>-1</code>, </td>
591        </tr>
592        <tr>
593          <td class="paramkey"></td>
594          <td></td>
595          <td class="paramtype">const std::string&nbsp;</td>
596          <td class="paramname"> <em>scaleopt</em> = <code>&quot;none&quot;</code></td><td>&nbsp;</td>
597        </tr>
598        <tr>
599          <td></td>
600          <td>)</td>
601          <td></td><td></td><td></td>
602        </tr>
603      </table>
604</div>
605<div class="memdoc">
606
607<p>
608Cross-correlation calculation.
609<p>
610<code>z=xcorr</code>(x,y,max_lag), where <em>x</em> and <em>y</em> are length <em>M</em> vectors <em></em>(M&gt;1), returns the length <code>2*max_lag+1</code> cross-correlation sequence <em>z</em>. (lags: <code>-max_lag</code>,...,0,...,max_lag)<p>
611For <code>max_lag=-1</code> the cross-correlation sequence is of length <code>2*M-1</code>, i.e., the cross-correlation for all possible lags.<p>
612Scaling options <em>scaleopt:</em> <ul>
613<li><em>none</em> <code>=&gt;</code> No scaling of the cross-correlation vector </li>
614<li><em>biased</em> <code>=&gt;</code> Scales the cross-correlation vector by <code>1/M</code> </li>
615<li><em>unbiased</em> <code>=&gt;</code> Scales the cross-correlation vector by <code>1/</code>(M-abs(lag)) </li>
616<li><em>coeff</em> <code>=&gt;</code> Normalises the cross-correlation to 1 for zero lag.</li>
617</ul>
618<dl class="note" compact><dt><b>Note:</b></dt><dd><code>max_lag</code> <code>&lt;=</code> <code>M-1</code> <p>
619If <code>x</code> and <code>y</code> are of different length, the shortest one is zero-padded</dd></dl>
620<dl compact><dt><b>Parameters:</b></dt><dd>
621  <table border="0" cellspacing="2" cellpadding="0">
622    <tr><td valign="top"></td><td valign="top"><em>x</em>&nbsp;</td><td>(Input) Vector of samples </td></tr>
623    <tr><td valign="top"></td><td valign="top"><em>y</em>&nbsp;</td><td>(Input) Vector of samples </td></tr>
624    <tr><td valign="top"></td><td valign="top"><em>out</em>&nbsp;</td><td>(Output) The cross correlation between <em>x</em> and <em>y</em>. </td></tr>
625    <tr><td valign="top"></td><td valign="top"><em>max_lag</em>&nbsp;</td><td>(Input) Maximum lag for which the cross-correlation is calculated. The output vector is of size <code>2*maxlag+1</code>. Default value: <code>max_lag=-1</code> calculates the cross-correlations for all possible lags </td></tr>
626    <tr><td valign="top"></td><td valign="top"><em>scaleopt</em>&nbsp;</td><td>(Input) Indicates how the cross-correlation function should be scaled. Default value: <code>"none"</code> indicates that no scaling is done </td></tr>
627  </table>
628</dl>
629
630<p>References <a class="el" href="misc__stat_8h-source.html#l00252">itpp::energy()</a>, <a class="el" href="matfunc_8h-source.html#l00297">itpp::index_zero_pad()</a>, <a class="el" href="itassert_8h-source.html#l00094">it_assert</a>, <a class="el" href="itassert_8h-source.html#l00126">it_error</a>, <a class="el" href="tcp_8h-source.html#l00117">itpp::max()</a>, and <a class="el" href="elem__math_8h-source.html#l00126">itpp::sqrt()</a>.</p>
631
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633</div><p>
634</div>
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