racf
Manual Reference Pages - RACF (1)
racf - recursive autocorrelation function of contiguous frames.
CONTENTS
Syntax
Description
Copyright
SYNTAX
racf [arguments] [file]
DESCRIPTION
Autocorrelation function using a recursive "leaky integrator" filter.For the mth lag, the nth recursive update is:y[n] = a.y[n-1] + (1-a).f[n].f[n-m]where decay constant a = exp(-Ts/T),Ts is the sample interval in seconds, and T is the decay time constant in seconds.
The recursion computes the mean value of the product f[n].f[n-m]within an exponential window which weights past values.The window width parameter (eg. corresponding with the width of thefft analysis window) is the time constant parameter.The half life of the exponential window is given by -T.ln(0.5) = 0.693Tie. for a given time constant, T secs, the window decays to half of itscurrent value in a period of 0.693T secs.Similarly, the window decays by 99% of its initial value in about 4.6T secs.So T can be set to accomodate an expected period.
The routine generates the autocovariance function.An optional normalization (dividing each coefficient by the zerothcoefficient) produces the autocorrelation function,(and this is then scaled up to the range [0-1000]).
The output framewidth is the given maximum acf lag.
SEE ALSO
options acf acgram
COPYRIGHT
Copyright (c) Applied Psychology Unit, Medical Research Council, 1995
Permission to use, copy, modify, and distribute this software without feeis hereby granted for research purposes, provided that this copyrightnotice appears in all copies and in all supporting documentation, and thatthe software is not redistributed for any fee (except for a nominalshipping charge). Anyone wanting to incorporate all or part of thissoftware in a commercial product must obtain a license from the MedicalResearch Council.
The MRC makes no representations about the suitability of thissoftware for any purpose. It is provided "as is" without express orimplied warranty.
THE MRC DISCLAIMS ALL WARRANTIES WITH REGARD TO THIS SOFTWARE, INCLUDINGALL IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS, IN NO EVENT SHALLTHE A.P.U. BE LIABLE FOR ANY SPECIAL, INDIRECT OR CONSEQUENTIAL DAMAGESOR ANY DAMAGES WHATSOEVER RESULTING FROM LOSS OF USE, DATA OR PROFITS,WHETHER IN AN ACTION OF CONTRACT, NEGLIGENCE OR OTHER TORTIOUS ACTION,ARISING OUT OF OR IN CONNECTION WITH THE USE OR PERFORMANCE OF THISSOFTWARE.
| SunOS 5.6 | RACF (1) | 1 September 1993 |