www.pudn.com > tdsep.zip > cor2.m

function K=cor2(x,tau,mean_flag) 
% 
% K=cor2(x,tau,mean_flag) 
% computes time delayed correlation matrix using quadratic mean 
% x         : data matrix 
% tau       : time lag 
% mean_flag : 1 == remove the mean ;  0 == do not remove the mean 
%  
% version 2.01, 2/14/99 by AZ 
 
%THIS IS UNPUBLISHED PROPRIETARY SOURCE CODE of GMD FIRST Berlin. 
% 
%  The purpose of this software is the dissemination of 
%  scientific work for scientific use. The commercial 
%  distribution or use of this source code is prohibited.  
%  (c) 1996-1999 GMD FIRST Berlin, Andreas Ziehe  
%              - All rights reserved - 
 
[m,n] = size(x); 
 
if min(size(x)) == 1 
    x = x(:);   
end 
  
 
if nargin < 3, 
    mean_flag=1; 
end 
  
if nargin < 2,  
   tau=0; 
end 
 
 
[m, n] = size(x); 
 
tau=fix(abs(tau)); 
if tau>m  
   error('Choose tau smaller than Vector size'); 
end 
 
if mean_flag, 
x = x - ones(m,1) * (sum(x)/m); % center the data 
end 
 
L=x(1:m-tau,:);   %  time-delayed signal matrix 
R=x(1+tau:m,:); 
 
K=L'*R / (m-tau); % compute correlations 
 
K=(K+K')/2;  % symmetrize