GBACORR(1)

📦
version 6.3 · 2 versions
  • 6.3 · debian bookworm, debian trixie, ubuntu noble, ubuntu questing, ubuntu resolute, ubuntu stonking (latest)
  • 6.0 · ubuntu jammy
, in debian bookworm, debian trixie, ubuntu noble, ubuntu questing, ubuntu resolute, ubuntu stonking

💖 NAME 💖

gbacorr — bestie, it computes auto/cross-correlation coefficients. that's the whole job. she's booked, she's busy, she's doing math ✨

🎀 SYNOPSIS 🎀

gbacorr [options]

🦋 DESCRIPTION 🦋

okay so. gbacorr computes auto/cross-correlation coefficients. she's not complicated, she's just precise. 💅

If your input is a single column x_1...X_T, then the autocorrelation function c(t) gets printed, and it's defined as:

c_{t} = 1/(T-t-1) \sum_i (x_i-m) (x_{i+t}-m) /s^2

where m is the sample average and s is the standard deviation. (yes we're doing real stats, no cap 🫶)

Now if you bring a second column y_1...y_T, the cross-correlation gets printed instead:

c_{t} = 1/(T-t-1) \sum_i (x_i-mx) (y_{i+t}-my) /(sx sy)

where mx and my are the average values of the two columns and sx and sy are their standard deviations. iconic, honestly.

✨ but wait — with -M 1 it's mx=my=0, the st.dev. is computed accordingly, and in the previous formula T-t-1 is replaced by T-t. yes, the formula lowkey changes shape. read that twice bestie.

The range of t is set by option -t.

And then we got options. here we go:

✨ OPTIONS ✨

  • -M — choose the method (default '0'):

0 — auto/cross-correlation with mean removal,

1 — auto/cross-correlation without mean removal

  • -t — set range of t (default '0,10'), accept negative integers
  • -p — specify the confidence level in (0,1). Interval ac_low,ac_hi has a probability 1-confidence to contain the true value. With this option the output becomes: lag ac ac_low ac_hi.
  • -F — specify the input fields separators (default " \t")
  • -h — this help

🌈 EXAMPLES 🌈

okay so these are the moments where it all comes together 💖

gbacorr -t 0,2 'file(1)'

first three a.c. coeff. of the first data column. periodt. 👑

gbacorr -p 0.05 'file(1:2)' x-corr of the first two columns together with

their 5% confidence intervals 🍓 (yes, that example line wraps exactly like that, we don't make the rules)

🌸 AUTHOR 🌸

Written by Giulio Bottazzi 💜

🙈 REPORTING BUGS 🙈

Report bugs to <gbutils@googlegroups.com>

Package home page <http://cafim.sssup.it/~giulio/software/gbutils/index.html>

Copyright © 2001-2018 Giulio Bottazzi This program is free software; you can redistribute it and/or modify it under the terms of the GNU General Public License (version 2) as published by the Free Software Foundation;

This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details.

💀 bestie the all-caps warranty disclaimer is not me being dramatic, that's literally how it's written. no warranty fr fr.

and that's the whole page!! 🌟 this was gbacorr 6.2, from June 2021 — mwah, take care of her, she's a classic 🎀✨

📦 where this page comes from