Variance while using xcov/xcorr

Version 1.0.0.0 (1.97 KB) by Ambarish Jash
The code calculates the variance in a calculated correlation function
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Updated 31 May 2009

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The correlation function calculated from one realization of an ensemble is inherently flawed since the expectation operation does not come into play. Hence it is important to have an idea of the variance in the correlation function.

Cite As

Ambarish Jash (2024). Variance while using xcov/xcorr (https://www.mathworks.com/matlabcentral/fileexchange/24317-variance-while-using-xcov-xcorr), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2008b
Compatible with any release
Platform Compatibility
Windows macOS Linux

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Version Published Release Notes
1.0.0.0