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nan_xcovf

generates cross-covariance function.

Calling Sequence

[C,N,LAGS] = nan_xcovf(X,MAXLAG,SCALEOPT)
[C,N,LAGS] = nan_xcovf(X,Y,MAXLAG,SCALEOPT)

Description

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] = nan_xcovf(X,MAXLAG,SCALEOPT); calculates the (auto-)correlation function of X

[C,N,LAGS] = nan_xcovf(X,Y,MAXLAG,SCALEOPT); calculates the crosscorrelation function between X and Y

See also

Authors

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