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Topic: correlation function
Replies: 1   Last Post: Nov 17, 2012 9:35 AM

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Posts: 10
Registered: 9/25/12
correlation function
Posted: Nov 17, 2012 9:11 AM
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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, list, {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, but it does. It's probably only numerical error.

Thanks for help.

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