package stat

/* lag-1.go

*

* Copyright (C) 1996, 1997, 1998, 1999, 2000, 2007 Jim Davies, Brian Gough

* Copyright (C) 2012, 2013 G.vd.Schoot

*

* This program is free software; you can redistribute it and/or modify

* it under the terms of the GNU General Public License as published by

* the Free Software Foundation; either version 3 of the License, or (at

* your option) any later version.

*

* 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.

*

* You should have received a copy of the GNU General Public License

* along with this program; if not, write to the Free Software

* Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.

*/

func Lag1Autocorrelation(data Interface) float64 {

mean := Mean(data)

return Lag1AutocorrelationMean(data, mean)

}

func Lag1AutocorrelationMean(data Interface, mean float64) float64 {

var r1, q float64

Len := data.Len()

v := (data.Get(0) - mean) * (data.Get(0) - mean)

for i := 1; i < Len; i++ {

delta0 := data.Get(i-1) - mean

delta1 := data.Get(i) - mean

q += (delta0*delta1 - q) / float64(i+1)

v += (delta1*delta1 - v) / float64(i+1)

}

r1 = q / v

return r1

}