Mathematica 9 is now available
Services & Resources / Wolfram Forums / MathGroup Archive
-----

MathGroup Archive 2012

[Date Index] [Thread Index] [Author Index]

Search the Archive

correlation function

  • To: mathgroup at smc.vnet.net
  • Subject: [mg128692] correlation function
  • From: jure lapajne <lapajne.jure at gmail.com>
  • Date: Sun, 18 Nov 2012 03:56:38 -0500 (EST)
  • Delivered-to: l-mathgroup@mail-archive0.wolfram.com
  • Delivered-to: l-mathgroup@wolfram.com
  • Delivered-to: mathgroup-newout@smc.vnet.net
  • Delivered-to: mathgroup-newsend@smc.vnet.net

Hello,
I'm having hard time calculating correlation (autocorrelation) function of 
two lists (list). I'm trying two different ways of calculating it. One way 
is to use fourier transform and second way is to use Mathematica's function
 ListCorrelate. I get different results but have no idea why. Here's my code:

korelacija1 = ListCorrelate[data, data, {1, 1}];
korelacija11 = Abs[InverseFourier[Abs[Fourier[data]]^2]];

All elements of "data" are real. I have two Abs in second line because for some reason InverseFourier returns small imaginary parts - I know it shouldn't. It's probably only numerical error.

Thanks for help.



  • Prev by Date: 3d model failure with Cylinders
  • Next by Date: Re: Euclidean distance of all pairwise combinations (redundants)
  • Previous by thread: 3d model failure with Cylinders
  • Next by thread: Re: correlation function