Re: Re: Correlation function and data

*To*: mathgroup at smc.vnet.net*Subject*: [mg24792] Re: [mg24748] Re: Correlation function and data*From*: Ian Brooks <ianb at wolfram.com>*Date*: Thu, 10 Aug 2000 00:32:58 -0400 (EDT)*Sender*: owner-wri-mathgroup at wolfram.com

A better function to use here is ListCorrelate. Try: corrs[data_List] := Module[{adjdata}, adjdata = data - (Tr[data]/Length[data]); Flatten[ Map[ListCorrelate[adjdata, PadRight[Drop[adjdata, #], Length[adjdata]]]/ Variance[data] &, Range[Length[data] - 1]]]] In quick testing the time for 300 datapoints is about 0.4 s, compared to ~53 s for the Sum approach. Ian >Hello, > I am trying to construct an autocorrelation function that can be >applied to a data set as follows; > >n=Length[data]; >c[y_]:= Sum[(data[[i]] - Mean[data] )* ( data[[i+y]] - Mean[data])/ > Variance[data], {i,1,n - y}]; >corrfunction = Array[c, {n - 1}]; > >ListPlot[corrfunction, PlotJoined->True] > >Problem is , this routine works well for data sets up to a length of >300 points, but gets unusually long for larger data sets , say >around 1000-3000 points in length. I've tried "Map" (using >anonymous function rules), Table-Evaluate, etc.. > >Anyone got any ideas? I would much appreciate them! > >Regards, >Deb L.