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)
wheres1
ands2
are two signals andh
a lag-time valueAUTOCORRELATION (s, h)
wheres
is a signal andh
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