Struct AutoCorrelation 

pub struct AutoCorrelation {
    pub values: Vec<f64>,
    pub max_lag: usize,
    pub unbiased: bool,
}

Autocorrelation estimator for a real-valued signal.

Supports biased and unbiased estimates and optional normalization.

Fields

values: Vec<f64>

The autocorrelation values at lags 0, 1, …, max_lag.

max_lag: usize

Maximum lag computed.

unbiased: bool

Whether the unbiased (1/(N-k)) estimator was used.

Implementations

impl AutoCorrelation

pub fn compute( signal: &[f64], max_lag: usize, unbiased: bool, normalize: bool, ) -> Self

Compute autocorrelation of signal up to max_lag.

If unbiased is true, use the 1/(N-k) normalization; otherwise use 1/N. If normalize is true, divide all values by the lag-0 value.

pub fn at_lag(&self, k: usize) -> f64

Return the autocorrelation at lag k, or 0 if out of range.

pub fn dominant_lag(&self) -> usize

Return the dominant lag (lag > 0 with maximum autocorrelation).

Trait Implementations

impl Clone for AutoCorrelation

fn clone(&self) -> AutoCorrelation

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for AutoCorrelation

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.