john@prism.UUCP (12/24/87)
I am working on a general purpose program to manipulate physiological
time series data with the IBM pc in Lattice c. I need to calculate auto- and
cross-covariance functions. I know from several texts that there
are ways of greatly speeding up covariance functions using the FFT.
The problem is, none of these sources say in enough detail, and in
simple enough terms, how to do this. I even have a working fft
function. I just don't have enough math/engineering background/ability
to put it all together.
Is there anyone out there who could give me an algorithm or source for
doing this?
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JOHN DOWD john@mirror.TMC.COM
{mit-eddie, ihnp4, harvard!wjh12, cca, cbosgd, seismo}!mirror!john
Mirror Systems Cambridge, MA 02140