Re: Correlation function and data

*To*: mathgroup at smc.vnet.net*Subject*: [mg24766] Re: Correlation function and data*From*: Jens-Peer Kuska <kuska at informatik.uni-leipzig.de>*Date*: Thu, 10 Aug 2000 00:31:49 -0400 (EDT)*Organization*: Universitaet Leipzig*References*: <8mr0id$1is@smc.vnet.net>*Sender*: owner-wri-mathgroup at wolfram.com

Hi, 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 .. n=Length[data]; aved=Mean[data]; vard=Variance[data]; 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 Regards Jens 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.