search for: autocor

...cs. That means > not using any __int64 or long long datatypes at any point. If possible, it would be nice to restrict ourselves to 32x32->64 multiplies, so the code could run on almost any architecture. > One problem that i encountered is the high dynamic range of the > results of the autocorrelation function. Think 96db squared. > -> 192 dB ;) That is not very desirable when used as input for > further processing. One thing to note here is that it is only the "relative values" that count for the auto-correlation. That is, you can normalize it by autocor[0] and get t...

...nt64 or long long datatypes at any point. I have now replaced all steps up to including the estimation of the LPC filter coefficients with integer code. That is about a quarter of the total work completed, I would say. One problem that i encountered is the high dynamic range of the results of the autocorrelation function. Think 96db squared. -> 192 dB ;) That is not very desirable when used as input for further processing. I have most precision issues pretty well under control until before I enter the Levinson Durbin algorithm. The Levinson Durbin routine is where things go bad. I am currently...

...-2.0000000 2.000000 # zyp.yuepilon # confidence interval corresponds to nominal 0.95 interval in confint.zyp (output 0.025 0.975) > xy_senslope <- zyp.yuepilon (y, conf.intervals=TRUE) > xy_senslope lbound trend trendp ubound tau sig nruns autocor valid_frac -2.50000000 0.66666667 4.00000000 2.33333333 0.80000001 0.08641075 1.00000000 -0.22400000 1.00000000 linear intercept 0.74285714 3.83333333 ________________________________ Katy Unger-Shayesteh GFZ German Research Centre For Geosciences Section 5.4 Hydrology