Function Cross-Correlation

Part of:

package cl-mathstats
( cross-correlation &rest < args > )
CROSS-CORRELATION (SEQUENCE1 SEQUENCE2 MAX-LAG &OPTIONAL (MIN-LAG 0))
Returns a list of the correlation coefficients for all lags from `min-lag' to `max-lag,' inclusive, where the `i'th list element is the correlation of the first (length-of-sequence1 - i) elements of sequence1 with with the last i elements of sequence2. Both sequences should be sequences of numbers and of equal length.