If the files are at all large, look at the Wiener-Khinchin theorem for
using FFT to take the autocorrelation.
Henry Rich
On 7/28/2013 6:34 PM, Skip Cave wrote:
Looking over the J Software site, I can't seem to find any discussions or
code on autocorrelation. I see a correlation function in statfns.ijs, but
no autocorrelation, where the data is correlated with itself using a
sliding window. I want to make autocorrelation plots on certain integer
data files, and I don't want to re-invent the wheel, if possible.
Skip
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