20.4 Autocorrelation

Function: double gsl_stats_lag1_autocorrelation (const double data[], const size_t stride, const size_t n)

This function computes the lag-1 autocorrelation of the dataset data.

Function: double gsl_stats_lag1_autocorrelation_m (const double data[], const size_t stride, const size_t n, const double mean)

This function computes the lag-1 autocorrelation of the dataset data using the given value of the mean mean.