Correlate

Advanced Analysis Library Only

AnalysisLibErrType Correlate (double arrayX[], int sizeX, double arrayY[], int sizeY, double outputArray[]);

Purpose

Finds the correlation of the input arrays. Correlate obtains the correlation using the following formula:

yi = 0 when j < 0 or j m

xi = 0 when j < 0 or j n

Note   This function temporarily allocates memory for use as a work area. If Correlate cannot allocate memory, the function returns an error code.

Example

/* Generate two arrays with random numbers and find their correlation. */
double x[256], y[256], cxy[512];
int n, m;
n = 256;
m = 256;
Uniform (n, 17, x);
Uniform (m, 17, y);
Correlate (x, n, y, m, cxy);

Parameters

Input
Name Type Description
arrayX double-precision array First array to compare using the correlation operation.
sizeX integer Number of elements in arrayX.
arrayY double-precision array Second array to compare using the correlation operation.
sizeY integer Number of elements in arrayY.
Output
Name Type Description
outputArray double-precision array Correlation array.

This array must be at least (n + m — 1) elements long, where n is sizeX and m is sizeY.

Return Value

Name Type Description
status AnalysisLibErrType A value that specifies the type of error that occurred. Refer to analysis.h for definitions of these constants.