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Re: [ferret_users] lag correlations: time-lag products for all lags



Hi Billy,

Can I do this without a massive REPEAT loop? For instance, is there a way to promote the time series DATA to 2-d where the 2nd dimension is the time-shifted terms as above?

I'm not sure, but if Ferret can do complex FFT,

let fdata = (complex Fourier transform of) data
let r = j[j=0:2R] * delta_t
let fdata_2d = exp(2 * pi * img * r) * fdata
let data_2d = (complex inverse Fourier transform of) fdata_2d
!!^^^ The "y" direction is the "columns" of your matrix.

because shift r in time in the real space is a multiplication of exp(2*pi*img*r) in the Fourier space. In this case, the shift is cyclic, I think. But I haven't tested this idea. Anyway, this may be more complex, in terms of memory use and computational cost, than the REPEAT loop you want to avoid. . . .

Cheers,

Ryo


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