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## Copyright (C) 1995, 1996, 1997 Friedrich Leisch
##
## This program is free software; you can redistribute it and/or modify
## it under the terms of the GNU General Public License as published by
## the Free Software Foundation; either version 2, or (at your option)
## any later version.
##
## This program is distributed in the hope that it will be useful, but
## WITHOUT ANY WARRANTY; without even the implied warranty of
## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
## General Public License for more details.
##
## You should have received a copy of the GNU General Public License
## along with this file. If not, write to the Free Software Foundation,
## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
## usage: autocor (X [, h])
##
## returns the autocorrelations from lag 0 to h of vector X.
## If h is omitted, all autocorrelations are computed.
## If X is a matrix, the autocorrelations of every single column are
## computed.
## Author: FL <Friedrich.Leisch@ci.tuwien.ac.at>
## Description: Compute autocorrelations
function retval = autocor (X, h)
if (nargin == 1)
retval = autocov (X);
elseif (nargin == 2)
retval = autocov (X, h);
else
usage ("autocor (X [, h])");
endif
if (min (retval (1,:)) != 0)
retval = retval ./ ( ones (rows (retval), 1) * retval(1, :) );
endif
endfunction
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