correlation_test

correlation_test, a C code which calls correlation(), which evaluates statistical correlation functions.

Licensing:

The information on this web page is distributed under the MIT license.

Related Data and Programs:

correlation, a C code which contains examples of statistical correlation functions.

Source Code:

• correlation_test.c, a sample calling program.
• correlation_test.sh, runs all the tests.
• correlation_test.txt, the output file.

Correlation functions available include:

• besselj: (plot), (plots), (sample paths)
• besselk: (plot), (plots), (sample paths)
• brownian (nonstationary): (plots), (sample paths)
• circular: (plot), (plots), (sample paths)
• constant: (plot), (plots), (sample paths)
• cubic: (plot), (plots), (sample paths)
• damped_cosine: (plot), (plots), (sample paths)
• damped_sine: (plot), (plots), (sample paths)
• exponential: (plot), (plots), (sample paths)
• gaussian: (plot), (plots), (sample paths)
• hole: (plot), (plots), (sample paths)
• linear: (plot), (plots), (sample paths)
• matern (NU=2.5): (plot), (plots), (sample paths)
• pentaspherical: (plot), (plots), (sample paths)
• power (E=2.0): (plot), (plots), (sample paths)
• rational_quadratic: (plot), (plots), (sample paths)
• spherical: (plot), (plots), (sample paths)
• white_noise: (plot), (plots), (sample paths)