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Re: correlation function
Posted:
Nov 18, 2012 5:16 PM


Use ListConvolve
data = RandomReal[1000, RandomInteger[{20, 50}]];
n = Length[data]
41
Simplify[InverseFourier[Fourier[data]^2] == ListConvolve[data, data, {1, 1}]/Sqrt[n]]
True
Bob Hanlon
On Sun, Nov 18, 2012 at 3:56 AM, jure lapajne <lapajne.jure@gmail.com> wrote: > Hello, > I'm having hard time calculating correlation (autocorrelation) function of > two lists (list). I'm trying two different ways of calculating it. One way > is to use fourier transform and second way is to use Mathematica's function > ListCorrelate. I get different results but have no idea why. Here's my code: > > korelacija1 = ListCorrelate[data, data, {1, 1}]; > korelacija11 = Abs[InverseFourier[Abs[Fourier[data]]^2]]; > > All elements of "data" are real. I have two Abs in second line because for some reason InverseFourier returns small imaginary parts  I know it shouldn't. It's probably only numerical error. > > Thanks for help. >



