correlation_test
correlation_test,
a C code which
calls correlation() to
evalulate statistical correlation functions.
Licensing:
The computer code and data files described and made available on this web page
are distributed under
the MIT license
Related Data and Programs:
correlation,
a C code which
contains examples of statistical correlation functions.
Source Code:
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)
Last modified on 16 June 2019.