sigfun.h

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#ifndef SIGFUN_H
#define SIGFUN_H

#include <itpp/base/vec.h>
#include <itpp/itexports.h>


namespace itpp
{

ITPP_EXPORT void xcorr_old(const vec &x, const vec &y, vec &out, const int max_lag = -1, const std::string scaleopt = "none");
ITPP_EXPORT void xcorr(const vec &x, const vec &y, vec &out, const int max_lag = -1, const std::string scaleopt = "none");
ITPP_EXPORT vec xcorr_old(const vec &x, const vec &y, const int max_lag = -1, const std::string scaleopt = "none");
ITPP_EXPORT vec xcorr(const vec &x, const vec &y, const int max_lag = -1, const std::string scaleopt = "none");
ITPP_EXPORT cvec xcorr(const cvec &x, const cvec &y, const int max_lag = -1, const std::string scaleopt = "none");


ITPP_EXPORT vec xcorr_old(const vec &x, const int max_lag = -1, const std::string scaleopt = "none");
ITPP_EXPORT vec xcorr(const vec &x, const int max_lag = -1, const std::string scaleopt = "none");
ITPP_EXPORT cvec xcorr(const cvec &x, const int max_lag = -1, const std::string scaleopt = "none");

ITPP_EXPORT void xcorr(const cvec &x, const cvec &y, cvec &out, const int max_lag = -1, const std::string scaleopt = "none",
           bool autoflag = true);

ITPP_EXPORT mat cov(const mat &X, bool is_zero_mean = false);

//vec cov(const vec &x, short order);

ITPP_EXPORT vec spectrum(const vec &v, int nfft = 256, int noverlap = 0);

ITPP_EXPORT vec spectrum(const vec &v, const vec &w, int noverlap = 0);

ITPP_EXPORT vec filter_spectrum(const vec &a, int nfft = 256);

ITPP_EXPORT vec filter_spectrum(const vec &a, const vec &b, int nfft = 256);

} // namespace itpp

#endif // #ifndef SIGFUN_H