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5	<title>c_timecorrelate.pro (SAXO Documentation Assistant)</title>
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45	<table border="0" cellpadding="0" cellspacing="0" width="98%" bgcolor="#F0F0FF" valign="bottom">
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48	<a href="a_timecorrelate.html"><img src="./../../prev.gif" border="0" alt="Previous"></a></td>
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50	<font size=-1><i>SAXO Documentation Assistant</i>: <a href="./../../home.html">Overview</a></font></td>
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52	<a href=""><img src="./../../next.gif" border="0" alt="Next"></a></td>
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55
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57	<h1><font size="-2">ToBeReviewed/STATISTICS/</font></h1>
58	<h2>c_timecorrelate.pro</h2>
59
60	<dl>
61	</dl>
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63
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65
66	This function computes the "time cross correlation" Pxy(L) or
67	the "time cross covariance" between 2 arrays (this is some
68	kind of c_correlate but for multidimensional arrays) as a
69	function of the lag (L).
70
71
72
73	<h2>Routine summary</h2>
74
75	<dl>
76
77	<dt><a href="#_timecross_cov"><i>result = </i>timecross_cov(<i>Xd, Yd, M, nT, Ndim</i>, Double=<i>Double</i>, ZERO2NAN=<i>ZERO2NAN</i>)</a><dt>
78	<dd><font size="-1"> </font></dd>
79
80	<dt><a href="#_c_timecorrelate"><i>result = </i>c_timecorrelate(<i>X, Y, Lag</i>, Covariance=<i>Covariance</i>, Double=<i>Double</i>)</a><dt>
81	<dd><font size="-1"> </font></dd>
82
83	</dl>
84
85	<p> </p>
86
87
88
89	<a name="#_timecross_cov"></a>
90
91	<h2>timecross_cov <font size="-1" color="#006633">
92	Statistics
93	</font></h2>
94
95	<p><font face="Courier"><i>result = </i>timecross_cov(<i><a href="#_timecross_cov_keyword_Xd">Xd</a>, <a href="#_timecross_cov_keyword_Yd">Yd</a>, <a href="#_timecross_cov_keyword_M">M</a>, <a href="#_timecross_cov_keyword_nT">nT</a>, <a href="#_timecross_cov_keyword_Ndim">Ndim</a></i>, <a href="#_timecross_cov_keyword_Double">Double</a>=<i>Double</i>, <a href="#_timecross_cov_keyword_ZERO2NAN">ZERO2NAN</a>=<i>ZERO2NAN</i>)</font></p>
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103	<h3>Parameters</h3>
104
105
106	<a name="#_timecross_cov_keyword_Xd"></a>
107	<h4>Xd
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116	</h4>
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122	<a name="#_timecross_cov_keyword_Yd"></a>
123	<h4>Yd
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132	</h4>
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138	<a name="#_timecross_cov_keyword_M"></a>
139	<h4>M
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148	</h4>
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154	<a name="#_timecross_cov_keyword_nT"></a>
155	<h4>nT
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164	</h4>
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170	<a name="#_timecross_cov_keyword_Ndim"></a>
171	<h4>Ndim
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180	</h4>
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188	<h3>Keywords</h3>
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191	<a name="#_timecross_cov_keyword_Double"></a>
192	<h4>Double
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201	</h4>
202
203
204	If set to a non-zero value, computations are done in
205	double precision arithmetic.
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208	<a name="#_timecross_cov_keyword_ZERO2NAN"></a>
209	<h4>ZERO2NAN
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218	</h4>
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225	<h3>Examples</h3><pre>
226
227	</pre><h3>Version history</h3>
228
229	<h4>Version</h4>
230	$Id: c_timecorrelate.pro 232 2007-03-20 16:59:36Z pinsard $
231
232	<h4>History</h4>
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249
250	<font size="-3"><p> </p></font>
251	<hr size="1" color="#CCCCCC"/>
252
253	<a name="#_c_timecorrelate"></a>
254
255	<h2>c_timecorrelate <font size="-1" color="#006633">
256	Statistics
257	</font></h2>
258
259	<p><font face="Courier"><i>result = </i>c_timecorrelate(<i><a href="#_c_timecorrelate_keyword_X">X</a>, <a href="#_c_timecorrelate_keyword_Y">Y</a>, <a href="#_c_timecorrelate_keyword_Lag">Lag</a></i>, <a href="#_c_timecorrelate_keyword_Covariance">Covariance</a>=<i>Covariance</i>, <a href="#_c_timecorrelate_keyword_Double">Double</a>=<i>Double</i>)</font></p>
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267	<h3>Parameters</h3>
268
269
270	<a name="#_c_timecorrelate_keyword_X"></a>
271	<h4>X
272	<font size="-1" color="#006633">in</font>
273
274
275	<font size="-1" color="#006633">required</font>
276
277	<font size="-1" color="#006633">type:</font> <font size="-1" color="#006633"><i>array</i></font>
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279
280	</h4>
281
282
283	An array which last dimension is the time dimension of
284	size n, float or double.
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288	<a name="#_c_timecorrelate_keyword_Y"></a>
289	<h4>Y
290	<font size="-1" color="#006633">in</font>
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293	<font size="-1" color="#006633">required</font>
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295	<font size="-1" color="#006633">type:</font> <font size="-1" color="#006633"><i>array</i></font>
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298	</h4>
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300
301	An array which last dimension is the time dimension of
302	size n, float or double.
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306	<a name="#_c_timecorrelate_keyword_Lag"></a>
307	<h4>Lag
308	<font size="-1" color="#006633">in</font>
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311	<font size="-1" color="#006633">required</font>
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313	<font size="-1" color="#006633">type:</font> <font size="-1" color="#006633"><i>scalar or vector</i></font>
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316	</h4>
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318
319	A scalar or n-elements vector, in the interval [-(n-2),(n-2)],
320	of type integer that specifies the absolute distance(s) between
321	indexed elements of X.
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327	<h3>Keywords</h3>
328
329
330	<a name="#_c_timecorrelate_keyword_Covariance"></a>
331	<h4>Covariance
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340	</h4>
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343	If set to a non-zero value, the sample cross
344	covariance is computed.
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347	<a name="#_c_timecorrelate_keyword_Double"></a>
348	<h4>Double
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357	</h4>
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360	If set to a non-zero value, computations are done in
361	double precision arithmetic.
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366	<h3>Examples</h3><pre>
367
368	Define two n-elements sample populations.
369	IDL> x = [3.73, 3.67, 3.77, 3.83, 4.67, 5.87, 6.70, 6.97, 6.40, 5.57]
370	IDL> y = [2.31, 2.76, 3.02, 3.13, 3.72, 3.88, 3.97, 4.39, 4.34, 3.95]
371
372	Compute the cross correlation of X and Y for LAG = -5, 0, 1, 5, 6, 7
373	IDL> lag = [-5, 0, 1, 5, 6, 7]
374	IDL> result = c_timecorrelate(x, y, lag)
375
376	The result should be:
377	[-0.428246, 0.914755, 0.674547, -0.405140, -0.403100, -0.339685]
378
379	</pre><h3>Version history</h3>
380
381	<h4>Version</h4>
382	$Id: c_timecorrelate.pro 232 2007-03-20 16:59:36Z pinsard $
383
384	<h4>History</h4>
385	- 01/03/2000 Sebastien Masson (smasson@lodyc.jussieu.fr)
386	Based on the C_CORRELATE procedure of IDL
387	- August 2003 Sebastien Masson
388	update according to the update made in C_CORRELATE by
389	W. Biagiotti and available in IDL 5.5
390
391	INTRODUCTION TO STATISTICAL TIME SERIES
392	Wayne A. Fuller
393	ISBN 0-471-28715-6
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411	<font size="-3"><p> </p></font>
412	<hr size="1" color="#CCCCCC"/>
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417	<p><font color="gray" size="-3">  Produced by IDLdoc 2.0.</font></p>
418
419	</body>
420	</html>

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