Autocorrelation function with lag k. More...

Public Member Functions
real(sp) function	autocorr_sp (x, k, mask)

real(dp) function	autocorr_dp (x, k, mask)

real(sp) function, dimension(size(k))	autocorr_1d_sp (x, k, mask)

real(dp) function, dimension(size(k))	autocorr_1d_dp (x, k, mask)

Detailed Description

Autocorrelation function with lag k.

Element at lag k of autocorrelation function

\[ ACF(x,k) = \frac{s_{x,k}}{s_{x,0}} \]

where \( s_{x,k} \) is the autocorrelation coefficient

\[ s_{x,k} = \langle (x_i-\bar{x})(x_{i+k}-\bar{x})\rangle \]

If an optional mask is given, the calculations are only over those locations that correspond to true values in the mask.
\( x \) can be single or double precision. The result will have the same numerical precision.

Example

Autocorrelation of 0 time steps

ak = autocorr(x, 0, mask=mask)

---> ak = 1

Parameters

[in]	real(sp/dp) :: x(:)	Time series.
[in]	integer(i4) :: k[(:)]	Lag for autocorrelation.
[in]	optional, logical :: mask(:)	1D-array of logical values with `size(vec)`. If present, only those locations in vec corresponding to the true values in mask are used.

Return values

real(sp/dp) :: ak[(:)] Coefficient of autocorrelation function at lag k.

Author: Matthias Cuntz

Date: Nov 2011

Author: Stephan Thober

Date

Nov 2012

added 1d version

Author: Sebastion Mueller

Date

Dec 2019

rewritten

Definition at line 57 of file mo_corr.f90.

Member Function/Subroutine Documentation

◆ autocorr_1d_dp()

real(dp) function, dimension(size(k)) mo_corr::autocorr::autocorr_1d_dp	(	real(dp), dimension(:), intent(in)	x,
		integer(i4), dimension(:), intent(in)	k,
		logical, dimension(:), intent(in), optional	mask
	)

Definition at line 141 of file mo_corr.f90.

◆ autocorr_1d_sp()

real(sp) function, dimension(size(k)) mo_corr::autocorr::autocorr_1d_sp	(	real(sp), dimension(:), intent(in)	x,
		integer(i4), dimension(:), intent(in)	k,
		logical, dimension(:), intent(in), optional	mask
	)

Definition at line 164 of file mo_corr.f90.

◆ autocorr_dp()

real(dp) function mo_corr::autocorr::autocorr_dp	(	real(dp), dimension(:), intent(in)	x,
		integer(i4), intent(in)	k,
		logical, dimension(:), intent(in), optional	mask
	)

Definition at line 67 of file mo_corr.f90.

◆ autocorr_sp()

real(sp) function mo_corr::autocorr::autocorr_sp	(	real(sp), dimension(:), intent(in)	x,
		integer(i4), intent(in)	k,
		logical, dimension(:), intent(in), optional	mask
	)

Definition at line 104 of file mo_corr.f90.

The documentation for this interface was generated from the following file: