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Re: [Help-gsl] Lag-n autocorrelation
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From: |
Brian Gough |
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Subject: |
Re: [Help-gsl] Lag-n autocorrelation |
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Date: |
Fri, 20 Feb 2009 09:37:22 +0000 |
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User-agent: |
Wanderlust/2.14.0 (Africa) Emacs/22.2 Mule/5.0 (SAKAKI) |
At Wed, 18 Feb 2009 11:11:37 +0000,
address@hidden wrote:
> How do you compute lag-n autocorrelation under GSL? It doesn't seem to be
> supported directly, but are there any extensions which do support it?
> Perhaps a hack of gsl_stats_lag1_autocorrelation?
There's no direct way right now. If you'd like to see it I'd be happy
to accept a patch with some tests and documentation for it.
--
Brian Gough
(GSL Maintainer)
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