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Re: [Help-gsl] Lag-n autocorrelation

From: Brian Gough
Subject: Re: [Help-gsl] Lag-n autocorrelation
Date: Fri, 20 Feb 2009 09:37:22 +0000
User-agent: Wanderlust/2.14.0 (Africa) Emacs/22.2 Mule/5.0 (SAKAKI)

At Wed, 18 Feb 2009 11:11:37 +0000,
address@hidden wrote:
> 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?

There's no direct way right now.  If you'd like to see it I'd be happy
to accept a patch with some tests and documentation for it.

Brian Gough
(GSL Maintainer)

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