Temporal correlation function of vector or scalar fields
COR = tempcorrf(F) computes the temporal correlation function of the
vector or scalar fields F. For a scalar field w(t),
COR.f = < w (t) w(t+T) >,
where T is the time lag, and <.> is the time average over t.
For a vector field, COR.f is the sum of the correlation for each
component of the vector (works with 2- and 3-component fields).
T takes integer values between 0 and LENGTH(F)-1.
COR is a structure which contains the following fields:
t: time lag T (integers between 0 and LENGTH(F)-1)
f: correlation function
unitf: unit of correlation function
namef: name of correlation function
COR = tempcorrf(F, 'norm') normalizes the correlation function, so
that f = 1 at T = 0.
Note that the convergence of the correlation function is not garanteed,
especially at large time lags T, for which few data points are
available to compute the correlation.
If no output argument, the correlation function is plotted.
v = loadvec('*.VC7');
cor = corrf(v);
plot(cor.t, cor.f, 'o-');
Published output in the Help browser