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<title>Autocorrelation - GNU Scientific Library -- Reference Manual</title>
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<h3 class="section">20.4 Autocorrelation</h3>
<div class="defun">
— Function: double <b>gsl_stats_lag1_autocorrelation</b> (<var>const double data</var>[]<var>, const size_t stride, const size_t n</var>)<var><a name="index-gsl_005fstats_005flag1_005fautocorrelation-1831"></a></var><br>
<blockquote><p>This function computes the lag-1 autocorrelation of the dataset <var>data</var>.
<pre class="example"> a_1 = {\sum_{i = 1}^{n} (x_{i} - \Hat\mu) (x_{i-1} - \Hat\mu)
\over
\sum_{i = 1}^{n} (x_{i} - \Hat\mu) (x_{i} - \Hat\mu)}
</pre>
</blockquote></div>
<div class="defun">
— Function: double <b>gsl_stats_lag1_autocorrelation_m</b> (<var>const double data</var>[]<var>, const size_t stride, const size_t n, const double mean</var>)<var><a name="index-gsl_005fstats_005flag1_005fautocorrelation_005fm-1832"></a></var><br>
<blockquote><p>This function computes the lag-1 autocorrelation of the dataset
<var>data</var> using the given value of the mean <var>mean</var>.
</blockquote></div>
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