Home > freetb4matlab > NaN > xcovf.m

xcovf

PURPOSE ^

XCOVF generates cross-covariance function.

SYNOPSIS ^

function [C,N,LAGS] = xcovf(X,Y,MAXLAG,SCALEOPT);

DESCRIPTION ^

 XCOVF generates cross-covariance function. 
 XCOVF is the same as XCORR except 
   X and Y can contain missing values encoded with NaN.
   NaN's are skipped, NaN do not result in a NaN output. 
   The output gives NaN only if there are insufficient input data

 [C,N,LAGS] = xcovf(X,MAXLAG,SCALEOPT);
      calculates the (auto-)correlation function of X
 [C,N,LAGS] = xcovf(X,Y,MAXLAG,SCALEOPT);
      calculates the crosscorrelation function between X and Y

 see also: COVM, XCORR

CROSS-REFERENCE INFORMATION ^

This function calls: This function is called by:
Generated on Fri 22-May-2009 15:13:00 by m2html © 2003