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gbacorr - Online in the Cloud

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This is the command gbacorr that can be run in the OnWorks free hosting provider using one of our multiple free online workstations such as Ubuntu Online, Fedora Online, Windows online emulator or MAC OS online emulator

PROGRAM:

NAME


gbacorr - Compute auto/cross-correlation coefficients

SYNOPSIS


gbacorr [options]

DESCRIPTION


Compute auto/cross-correlation coefficients

If the input is a single columns x_1...X_T, the autocorrelation function c(t) is printed,
defined as

c_{t} = 1/(T-t-1) \sum_i (x_i-m) (x_{i+t}-m) /s^2

where m is the sample average and s the standard deviation. With a second column
y_1...y_T, the cross-correlation

c_{t} = 1/(T-t-1) \sum_i (x_i-mx) (y_{i+t}-my) /(sx sy)

is printed where mx and my are the average values of the two columns and sx and sy their
standard deviations. With -M 1 it is mx=my=0, the st.dev. is computed accordingly and in
the previous formula T-t-1 is replaced by T-t. The range of t is set by option -t.
Options

-M choose the method (default '0'):

0 auto/cross-correlation with mean removal,

1 auto/cross-correlation without mean removal

-t set range of t (default '0,10'), accept negative integers

-p specify the confidence level in (0,1). Interval ac_low,ac_hi has a probability
1-confidence to contain the true value. With this option the output becomes: lag ac
ac_low ac_hi.

-F specify the input fields separators (default " \t")

-h this help

EXAMPLES


gbacorr -t 0,2 'file(1)'
first three a.c. coeff. of the first data column

gbacorr -p 0.05 'file(1:2)' x-corr of the first two columns together with

their 5% confidence intervals

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