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.