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DVectorAutoCorrelation Method

Computes the autocorrelation for a fixed lag.

Namespace: Austra.Library
Assembly: Austra.Library (in Austra.Library.dll) Version: 2.8.0+e1037fa8802b3ff162e26559d763b73334940b70
Syntax
C#
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public double AutoCorrelation(
	int lag
)

Parameters

lag  Int32
Lag number in samples.

Return Value

Double
The autocorrelation factor.
See Also