'xcorr()' giving some negative values
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I have two arrays A and B both having only positive values with some being zero. I am using c=xcorr(A,B) to get the cross correlation. I would expect the result to be all positive but getting some negative values. What is the reason?
4 Comments
Jan
on 29 Jan 2017
Could you post the concerned data and the code? Perhaps it is only it is only a typo and wild guessing the reason is a waste of time. Thanks.
dpb
on 29 Jan 2017
More than likely it's just rounding error...for example if use the example data for xcorr
>> load sensorData s1 s2
>> plot(s1)
>> hold all
>> plot(s2)
>> cor=xcorr(abs(s1),abs(s2));
>> max(cor)
ans =
0.0025
>> min(cor)
ans =
-3.3204e-19
>> sum(cor<0)
ans =
255
>> length(cor)
ans =
5241
>>
the data going in were all >=0 by abs() operation and still some 5% of the resulting autocorrelation values are negative. Now the largest in absolute value of those is only on order of machine double precision, but it's still negative.
Biplab Roy
on 31 Jan 2017
dpb
on 31 Jan 2017
Sure
cor(cor<0)=0;
if you feel you must. But, in general, when you use floating point, rounding errors are inherent with the beastie.
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