correlate.h

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// include guard
#ifndef TF_CORRELATE_H_VERSION

#define TF_CORRELATE_H_VERSION \
  "TF_CORRELATE_H   V1.0   "

#include<aff/series.h>

namespace ts {

  template<class T>
    aff::Series<T> correlate(const aff::ConstSeries<T>& a, 
                             const aff::ConstSeries<T>& b)
    {
      aff::Series<T> retval(b.first()-a.last(),b.last()-a.first());
      for (long int k=retval.first(); k<=retval.last(); ++k)
      {
        retval(k)=T(0);
        long int lmin=a.first() > (b.first()-k) ? a.first() : (b.first()-k);
        long int lmax=a.last() < (b.last()-k) ? a.last() : (b.last()-k);
        for(long int l=lmin; l<=lmax; ++l)
        {
          retval(k)+=a(l)*b(l+k);
        }
      }
      return(retval);
    } // correlate

} // namespace ts

#endif // TF_CORRELATE_H_VERSION (includeguard)

/* ----- END OF correlate.h ----- */