XCOVF generates cross-covariance function. 
 XCOVF is the same as XCORR except 
   X and Y can contain missing values encoded with NaN.
   NaN's are skipped, NaN do not result in a NaN output. 
   The output gives NaN only if there are insufficient input data

 [C,N,LAGS] = xcovf(X,MAXLAG,SCALEOPT);
      calculates the (auto-)correlation function of X
 [C,N,LAGS] = xcovf(X,Y,MAXLAG,SCALEOPT);
      calculates the crosscorrelation function between X and Y

  SCALEOPT   [character string] specifies the type of scaling applied
          to the correlation vector (or matrix). is one of:
    'none'      return the unscaled correlation, R,
    'biased'    return the biased average, R/N, 
    'unbiased'  return the unbiassed average, R(k)/(N-|k|), 
    'coeff'     return the correlation coefficient, R/(rms(x).rms(y)),
          where "k" is the lag, and "N" is the length of X.
          If omitted, the default value is "none".
          If Y is supplied but does not have the ame length as X,
          scale must be "none".


 see also: COVM, XCORR

Package: nan