correlation.h
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27 
28 
29 #ifndef __INCLUDE_MIST_CORRELATION_H__
30 #define __INCLUDE_MIST_CORRELATION_H__
31 
32 
33 #ifndef __INCLUDE_MIST_H__
34 #include "../mist.h"
35 #endif
36 
37 #include <cmath>
38 
40 
41 
50 
51 template < typename T >
52 inline double cross_correlation( const array1< T > &signal1, const array1< T > &signal2, int tau, bool biased = true )
53 {
54 
55  double result = 1.0;
56 
57  // signal size is aligned to shorter one
58  size_t signal_size = ( signal1.size( ) < signal2.size( ) ? signal1.size( ) : signal2.size( ) );
59 
60  size_t length = signal_size - tau;
61 
62  for( size_t i = 0 ; i < length ; i++ )
63  {
64  result += signal1[ i ] * signal2[ i + tau ];
65  }
66 
67  if( biased )
68  {
69  result /= static_cast< double >( signal_size );
70  }
71  else
72  {
73  result /= static_cast< double >( length );
74  }
75 
76  return( result );
77 }
78 
79 
87 template < typename T, class Allocator >
88 inline double autocorrelation( const array1< T, Allocator > &signal, int tau, bool biased = true )
89 {
90  return( cross_correlation( signal, signal, tau, biased ) );
91 }
92 
93 
95 
96 
97 #endif
98 

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