Chris@147: 
Chris@147: module yetilab.signal.autocorrelation;
Chris@147: 
Chris@147: acf len series =
Chris@147:    (a = array series;
Chris@147:     map do i:
Chris@147:         sum (map do j:
Chris@147:                  a[j] * a[j-i]
Chris@147:                  done [i..length a - 1])
Chris@147:         done [0..len-1]);
Chris@147: 
Chris@147: acfNormalised len series =
Chris@147:    (n = length series;
Chris@147:     map2 do v i: v / (n - i) done (acf len series) [0..len-1]);
Chris@147: 
Chris@147: acfUnityNormalised len series =
Chris@147:    (a = acfNormalised len series;
Chris@147:     max = head (sortBy (>) a);
Chris@147:     map (/ max) a);
Chris@147: 
Chris@147: {
Chris@147:     acf,
Chris@147:     acfNormalised,
Chris@147:     acfUnityNormalised,
Chris@147: }
Chris@147: