autocov.m File Reference

Functions
	if (isvector(X)) n
	if (nargin==1) h
Variables
function	retval
	c = 1
	X = reshape (X, n, 1)
for	i

---

Function Documentation

if

(

nargin

= =1

)

if

(

isvector(X)

)

---

Variable Documentation

c = 1

for i

Initial value:

 0 : h
    retval(i+1, :) = diag (X(i+1:n, :).' * conj (X(1:n-i, :))).' / n

endif retval

Initial value:

 autocov (X, h)

  [n, c] = size (X)

endif X = reshape (X, n, 1)