File: Autocorrelation.cpp

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#include "Autocorrelation.h"

/* Compute the autocorrelation
 *			,--,
 *  ac(i) = >  x(n) * x(n-i)  for all n
 *	  		`--'
 * for lags between 0 and lag-1, and x == 0 outside 0...n-1
 */
void autocorrelation(
		int   n, double const * x,   /*  in: [0...n-1] samples x   */
	int lag, double       * ac)  /* out: [0...lag-1] ac values */
{
	double d; int i;
	while (lag--) {
		for (i = lag, d = 0; i < n; i++) d += x[i] * x[i-lag];
		ac[lag] = d;
	}
}