#include #include "itbase.h" using std::cout; using std::endl; using namespace itpp; int main() { RNG_reset(12345); vec x = randn(10); vec y = randn(10); int max_lag; cout << "x = " << x << endl; cout << "y = " << y << endl; cout << "Testing cross correlation" << endl; cout << "--------------------------------------------------------------------------" << endl; cout << "xcorr(x,y) = " << xcorr(x,y) << endl; max_lag = 0; cout << "xcorr(x,y,"<< max_lag <<") = " << xcorr(x,y,max_lag) << endl; max_lag = 5; cout << "xcorr(x,y,"<< max_lag <<") = " << xcorr(x,y,max_lag) << endl; max_lag = -1; cout << "xcorr(x,y,"<< max_lag <<") = " << xcorr(x,y,max_lag) << endl; max_lag = 0; cout << "xcorr(x,y,"<< max_lag <<",biased) = " << xcorr(x,y,max_lag,"biased") << endl; max_lag = 5; cout << "xcorr(x,y,"<< max_lag <<",biased) = " << xcorr(x,y,max_lag,"biased") << endl; max_lag = -1; cout << "xcorr(x,y,"<< max_lag <<",biased) = " << xcorr(x,y,max_lag,"biased") << endl; max_lag = 0; cout << "xcorr(x,y,"<< max_lag <<",unbiased) = " << xcorr(x,y,max_lag,"unbiased") << endl; max_lag = 5; cout << "xcorr(x,y,"<< max_lag <<",unbiased) = " << xcorr(x,y,max_lag,"unbiased") << endl; max_lag = -1; cout << "xcorr(x,y,"<< max_lag <<",unbiased) = " << xcorr(x,y,max_lag,"unbiased") << endl; max_lag = 0; cout << "xcorr(x,y,"<< max_lag <<",coeff) = " << xcorr(x,y,max_lag,"coeff") << endl; max_lag = 5; cout << "xcorr(x,y,"<< max_lag <<",coeff) = " << xcorr(x,y,max_lag,"coeff") << endl; max_lag = -1; cout << "xcorr(x,y,"<< max_lag <<",coeff) = " << xcorr(x,y,max_lag,"coeff") << endl; cout << "Testing auto correlation" << endl; cout << "--------------------------------------------------------------------------" << endl; cout << "xcorr(x) = " << xcorr(x) << endl; max_lag = 0; cout << "xcorr(x,"<< max_lag <<") = " << xcorr(x,max_lag) << endl; max_lag = 5; cout << "xcorr(x,"<< max_lag <<") = " << xcorr(x,max_lag) << endl; max_lag = -1; cout << "xcorr(x,"<< max_lag <<") = " << xcorr(x,max_lag) << endl; max_lag = 0; cout << "xcorr(x,"<< max_lag <<",biased) = " << xcorr(x,max_lag,"biased") << endl; max_lag = 5; cout << "xcorr(x,"<< max_lag <<",biased) = " << xcorr(x,max_lag,"biased") << endl; max_lag = -1; cout << "xcorr(x,"<< max_lag <<",biased) = " << xcorr(x,max_lag,"biased") << endl; max_lag = 0; cout << "xcorr(x,"<< max_lag <<",unbiased) = " << xcorr(x,max_lag,"unbiased") << endl; max_lag = 5; cout << "xcorr(x,"<< max_lag <<",unbiased) = " << xcorr(x,max_lag,"unbiased") << endl; max_lag = -1; cout << "xcorr(x,"<< max_lag <<",unbiased) = " << xcorr(x,max_lag,"unbiased") << endl; max_lag = 0; cout << "xcorr(x,"<< max_lag <<",coeff) = " << xcorr(x,max_lag,"coeff") << endl; max_lag = 5; cout << "xcorr(x,"<< max_lag <<",coeff) = " << xcorr(x,max_lag,"coeff") << endl; max_lag = -1; cout << "xcorr(x,"<< max_lag <<",coeff) = " << xcorr(x,max_lag,"coeff") << endl; return 0; }