/xcorr.bas

Adds cross correlation and autocorrelation functions to Microsoft Excel

Primary LanguageVBAMIT LicenseMIT

xcorr.bas is a small VBA module which adds up functions to MS Excel for cross-correlation and autocorrelation computation.

##Installation## Inside the Excel file where you need to use xcorr.bas, open VBA using Alt+F11 combination, then add the module using File > Import a File dialog.

##Functions

  • CROSSCORRELATION (s1, s2, h) where s1 and s2 are two signals and h a lag-time value
  • AUTOCORRELATION (s, h) where s is a signal and h the lag-time value

##Credits and Thanks I have been writing this small module for Aïda Zaré, while she was trying some random theory during her PhD thesis at 2iE. I am releasing it to the community in case anyone finds it useful.

##License## This work is under MIT-LICENSE.
Copyright (c) 2014-2016 Roland Yonaba