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<title>GNU Scientific Library &ndash; Reference Manual: Autocorrelation</title>

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<a name="Autocorrelation"></a>
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Next: <a href="Covariance.html#Covariance" accesskey="n" rel="next">Covariance</a>, Previous: <a href="Higher-moments-_0028skewness-and-kurtosis_0029.html#Higher-moments-_0028skewness-and-kurtosis_0029" accesskey="p" rel="previous">Higher moments (skewness and kurtosis)</a>, Up: <a href="Statistics.html#Statistics" accesskey="u" rel="up">Statistics</a> &nbsp; [<a href="Function-Index.html#Function-Index" title="Index" rel="index">Index</a>]</p>
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<a name="Autocorrelation-1"></a>
<h3 class="section">21.4 Autocorrelation</h3>

<dl>
<dt><a name="index-gsl_005fstats_005flag1_005fautocorrelation"></a>Function: <em>double</em> <strong>gsl_stats_lag1_autocorrelation</strong> <em>(const double <var>data</var>[], const size_t <var>stride</var>, const size_t <var>n</var>)</em></dt>
<dd><p>This function computes the lag-1 autocorrelation of the dataset <var>data</var>.
</p>
<div class="example">
<pre class="example">a_1 = {\sum_{i = 2}^{n} (x_{i} - \Hat\mu) (x_{i-1} - \Hat\mu)
       \over
       \sum_{i = 1}^{n} (x_{i} - \Hat\mu) (x_{i} - \Hat\mu)}
</pre></div>
</dd></dl>


<dl>
<dt><a name="index-gsl_005fstats_005flag1_005fautocorrelation_005fm"></a>Function: <em>double</em> <strong>gsl_stats_lag1_autocorrelation_m</strong> <em>(const double <var>data</var>[], const size_t <var>stride</var>, const size_t <var>n</var>, const double <var>mean</var>)</em></dt>
<dd><p>This function computes the lag-1 autocorrelation of the dataset
<var>data</var> using the given value of the mean <var>mean</var>.
</p>
</dd></dl>




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