acf(x [, lags]; demean=false, normalize=false)

Evaluate the autocorrelation function of signal x.

By default, the acf is evaluated at all available lags 0:size(x,1)-1, but arbitrary lags can be optionally specified.

Keywords

• demean: whether to subtract the mean of x before evaluating the acf
• normalize: whether to normalize the acf to its lag-0 value

When length(x) < 1024, a raw computation (dotacf) is used, whereas a FFT-based algorithm is used for larger arrays (fftacf).

acf!(r, x, lags; demean=false, normalize=false)

Evaluate the autocorrelation of x at time lags in-place and store output in r. See acf. For this in-place version, lags must be specified, and length(r)==length(lags).

dotacf(x [, lags]; demean=false, normalize=false)

Evaluate the autocorrelation of signal x with a dot-product-based algorithm (see acf).

fftacf(x [, lags]; demean=false, normalize=false)

Evaluate the autocorrelation of signal x with a FFT-based algorithm (see acf).