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MathGroup Archive 2000

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Re: Re: Correlation function and data

  • To: mathgroup at smc.vnet.net
  • Subject: [mg24777] Re: [mg24748] Re: Correlation function and data
  • From: Richard Palmer <mapsinc at bellatlantic.net>
  • Date: Thu, 10 Aug 2000 00:32:02 -0400 (EDT)
  • Sender: owner-wri-mathgroup at wolfram.com

on 8/9/00 2:31 AM, Deborah Leddon at Dleddon at students.cas.unt.edu 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.
> 
> 

Hi Deb,
Mathematica is not an optimizing compiler.  Compute the Mean[data] and the
Variance[data] outside the loop.  I ran your code on a vector with length
300.  Timing went from 140 seconds to 3 seconds.  Here is the code.

n = Length[data]; md = Mean[data]; vd = Variance[data];
c[y_] := Sum[(data[[i]] - md )* ( data[[i + y]] - md)/
        vd, {i, 1, n - y}];
corrfunction = Array[c, {n - 1}];


Regards,
Richard Palmer
ListPlot[corrfunction, PlotJoined -> True]



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