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lag-1.go
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lag-1.go
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package stat
/* lag-1.go
*
* Copyright (C) 1996, 1997, 1998, 1999, 2000, 2007 Jim Davies, Brian Gough
* Copyright (C) 2012, 2013 G.vd.Schoot
*
* This program is free software; you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation; either version 3 of the License, or (at
* your option) any later version.
*
* This program is distributed in the hope that it will be useful, but
* WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
* General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with this program; if not, write to the Free Software
* Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
*/
func Lag1Autocorrelation(data Interface) float64 {
mean := Mean(data)
return Lag1AutocorrelationMean(data, mean)
}
func Lag1AutocorrelationMean(data Interface, mean float64) float64 {
var r1, q float64
Len := data.Len()
v := (data.Get(0) - mean) * (data.Get(0) - mean)
for i := 1; i < Len; i++ {
delta0 := data.Get(i-1) - mean
delta1 := data.Get(i) - mean
q += (delta0*delta1 - q) / float64(i+1)
v += (delta1*delta1 - v) / float64(i+1)
}
r1 = q / v
return r1
}