butools.map.LagCorrelationsFromRAP ================================== .. currentmodule:: butools.map .. np:function:: LagCorrelationsFromRAP .. list-table:: :widths: 25 150 * - Matlab: - :code:`acf = LagCorrelationsFromRAP(H0, H1, L, prec)` * - Mathematica: - :code:`acf = LagCorrelationsFromRAP[H0, H1, L, prec]` * - Python/Numpy: - :code:`acf = LagCorrelationsFromRAP(H0, H1, L, prec)` Returns the lag autocorrelations of a rational arrival process. Parameters ---------- H0 : matrix, shape (M,M) The H0 matrix of the rational arrival process H1 : matrix, shape (M,M) The H1 matrix of the rational arrival process L : double, optional The number of lags to compute. The default value is 1 prec : double, optional Numerical precision to check if the input is valid. The default value is 1e-14 Returns ------- acf : column vector of doubles, length (L) The lag autocorrelation function up to lag L Examples ======== For Matlab: >>> H0 = [-2., 0, 0; 0, -3., 1.; 0, -1., -2.]; >>> H1 = [1.8, 0.2, 0; 0.2, 1.8, 0; 0.2, 1.8, 1.]; >>> corr = LagCorrelationsFromRAP(H0, H1, 3); >>> disp(corr); -0.0038462 0.0045604 0.0058956 For Mathematica: >>> H0 = {{-2., 0, 0},{0, -3., 1.},{0, -1., -2.}}; >>> H1 = {{1.8, 0.2, 0},{0.2, 1.8, 0},{0.2, 1.8, 1.}}; >>> corr = LagCorrelationsFromRAP[H0, H1, 3]; >>> Print[corr]; {-0.0038461538461536634, 0.0045604395604397245, 0.005895604395604545} For Python/Numpy: >>> H0 = ml.matrix([[-2., 0, 0],[0, -3., 1.],[0, -1., -2.]]) >>> H1 = ml.matrix([[1.8, 0.2, 0],[0.2, 1.8, 0],[0.2, 1.8, 1.]]) >>> corr = LagCorrelationsFromRAP(H0, H1, 3) >>> print(corr) [-0.00385 0.00456 0.0059 ]