At Wed, 19 Sep 2007 18:39:24 -0400, Saurav Pathak wrote: > All is well, and I seem to be getting there except that the > correlations are not normalized properly. For example, c[0] = > 111.899 when x and y are identical series of random numbers > with a stadard normal distribution. It should be 1.0. > I have checked the result against ccf in R. > > What am I missing here? Thank you for your tips and comments > in advance.
Hello, The definitions for the FFT and inverse FFT normalisation can be found the in reference manual. Presumably there is a 1/N or 1/sqrt(N) factor different in the definitio. -- Brian Gough (GSL Maintainer) Network Theory Ltd, Publishing the GSL Manual - http://www.network-theory.co.uk/gsl/manual/ _______________________________________________ Help-gsl mailing list [email protected] http://lists.gnu.org/mailman/listinfo/help-gsl
