Home > freetb4matlab > signal > autocov.m

autocov

PURPOSE ^

% Return the autocovariances from lag 0 to @var{h} of vector @var{x}.

SYNOPSIS ^

function retval = autocov (X, h)

DESCRIPTION ^

% -*- texinfo -*-
% @deftypefn {Function File} {} autocov (@var{x}, @var{h})
% Return the autocovariances from lag 0 to @var{h} of vector @var{x}.
% If @var{h} is omitted, all autocovariances are computed.
% If @var{x} is a matrix, the autocovariances of each column are
% computed.
% @end deftypefn

CROSS-REFERENCE INFORMATION ^

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