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[Help-gsl] Lag-n autocorrelation


From: Richard . Cotton
Subject: [Help-gsl] Lag-n autocorrelation
Date: Wed, 18 Feb 2009 11:11:37 +0000

How do you compute lag-n autocorrelation under GSL?  It doesn't seem to be 
supported directly, but are there any extensions which do support it? 
Perhaps a hack of gsl_stats_lag1_autocorrelation?

Regards,
Richie.

Mathematical Sciences Unit
HSL


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