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? ---- JOHN DOWD john@mirror.TMC.COM {mit-eddie, ihnp4, harvard!wjh12, cca, cbosgd, seismo}!mirror!john Mirror Systems Cambridge, MA 02140