/* -------------------------------------------------------------------------   * This program is based on a one-pass algorithm for the calculation of an   * array of autocorrelations r[1], r[2], ... r[K].  The key feature of this  * algorithm is the circular array 'hold' which stores the (K + 1) most  * recent data points and the associated index 'p' which points to the  * (rotating) head of the array.  *  * Data is read from a text file in the format 1-data-point-per-line (with  * no blank lines).  Similar to programs UVS and BVS, this program is * designed to be used with OS redirection.  *  * NOTE: the constant K (maximum lag) MUST be smaller than the # of data  * points in the text file, n.  Moreover, if the autocorrelations are to be  * statistically meaningful, K should be MUCH smaller than n.  * * Name              : acs.c  (AutoCorrelation Statistics)  * Author            : Steve Park & Dave Geyer  * Language          : ANSI C * Latest Revision   : 2-10-97  * Compile with      : gcc -lm acs.c * Execute with      : a.out < acs.dat * -------------------------------------------------------------------------  */#include <stdio.h>#include <math.h>#define K    50                             /* K is the maximum lag */#define SIZE (K + 1)  int main(void){  long   i = 0;                   /* data point index              */  double x;                       /* current x[i] data point       */  double sum = 0.0;               /* sums x[i]                     */  long   n;                       /* number of data points         */  long   j;                       /* lag index                     */  double hold[SIZE];              /* K + 1 most recent data points */  long   p = 0;                   /* points to the head of 'hold'  */  double cosum[SIZE] = {0.0};     /* cosum[j] sums x[i] * x[i+j]   */  double mean;  while (i < SIZE) {              /* initialize the hold array with */    scanf("%lf\n", &x);           /* the first K + 1 data values    */    sum     += x;    hold[i]  = x;    i++;  }  while (!feof(stdin)) {    for (j = 0; j < SIZE; j++)      cosum[j] += hold[p] * hold[(p + j) % SIZE];    scanf("%lf\n", &x);    sum    += x;    hold[p] = x;    p       = (p + 1) % SIZE;    i++;  }  n = i;  while (i < n + SIZE) {         /* empty the circular array */    for (j = 0; j < SIZE; j++)      cosum[j] += hold[p] * hold[(p + j) % SIZE];    hold[p] = 0.0;    p       = (p + 1) % SIZE;    i++;  }   mean = sum / n;  for (j = 0; j <= K; j++)    cosum[j] = (cosum[j] / (n - j)) - (mean * mean);  printf("for %ld data points\n", n);  printf("the mean is ... %8.2f\n", mean);  printf("the stdev is .. %8.2f\n\n", sqrt(cosum[0]));  printf("  j (lag)   r[j] (autocorrelation)\n");  for (j = 1; j < SIZE; j++)    printf("%3ld  %11.3f\n", j, cosum[j] / cosum[0]);  return (0);}