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Re: Correlation function and data

  • To: mathgroup at
  • Subject: [mg24766] Re: Correlation function and data
  • From: Jens-Peer Kuska <kuska at>
  • Date: Thu, 10 Aug 2000 00:31:49 -0400 (EDT)
  • Organization: Universitaet Leipzig
  • References: <8mr0id$>
  • Sender: owner-wri-mathgroup at


in *every* term of your summation you calculate the  two times
the mean value and one time the variance *and* you are wondering
why it take so long ? Strange ..

centerd=(#-aved) & /@ data

c[y_]:=Sum[centerd[[i]]*centerd[[i+y]], {i,1,n - y}]/vard

may help and

c[y_]:=(Dot @@ (Take[#,n-y] & /@ {centerd,RotateLeft[centerd,y]}))/vard

may be a bit faster


Deborah Leddon wrote:
> 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.

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