Package jline.lib.butools.trace

Class LagCorrelationsFromTrace

java.lang.Object

jline.lib.butools.trace.LagCorrelationsFromTrace

public final class LagCorrelationsFromTrace
extends Object

Method Summary

Modifier and Type	Method	Description
static double[]	lagCorrelationsFromTrace(double[] trace)
static double[]	lagCorrelationsFromTrace(double[] trace, int K)	Returns the lag-k autocorrelation of a trace.
static Matrix	lagkJointMomentsFromTrace(double[] trace, int K)
static Matrix	lagkJointMomentsFromTrace(double[] trace, int K, int L)	Returns the lag-L joint moments of a trace.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Method Details

lagCorrelationsFromTrace

public static double[] lagCorrelationsFromTrace(double[] trace,
 int K)

Returns the lag-k autocorrelation of a trace.

Parameters:

trace - The trace data

K - The number of lags to compute

Returns:

The lag-k autocorrelation function of the trace up to lag K

lagCorrelationsFromTrace

public static double[] lagCorrelationsFromTrace(double[] trace)

lagkJointMomentsFromTrace

public static Matrix lagkJointMomentsFromTrace(double[] trace,
 int K,
 int L)

Returns the lag-L joint moments of a trace. It is computed as Nm_{i,j} = (1/(N-L)) * sum_{k=0}^{N-L-1} x_k^i * x_{k+L}^j.

Parameters:

trace - The trace data

K - The joint moments are computed up to order K

L - The lag at which the joint moments are computed

Returns:

Matrix of shape (K+1, K+1) containing the lag-L joint moments

lagkJointMomentsFromTrace

public static Matrix lagkJointMomentsFromTrace(double[] trace,
 int K)