CONVOLUTION, DECONVOLUTION, AND CORRELATION
FACOR auto-correlation using FFTs
FCONV convolution using FFTs
FCROSS cross-correlation using FFTs
FDECONV deconvolution using FFTs
FPOW power spectrum of two series
COVARIANCE
ACOVAR auto-covariance in time domain
COVAR covariance in time domain
FACOVAR auto-covariance using FFTs
FCOVAR covariance using FFTs
DEMODULATION
FDEMOD performs frequency demodulation
FREQUENCY DOMAIN INTEGRATION
FINTEG performs integration in frequency domain
GROUP DELAY
GRPDELAY group delay using FFTs
NORMALIZED AUTO AND AUTOCROSS CORRELATION
ACORR normalized auto-correlation using convolution
FACORR auto-correlation using FFTs
FXCORR cross-correlation of two series using FFTs
XCORR normalized cross-correlation using convolution
PADDING AND WRAPPING
PAD2 pads series with zeroes length of power of two
WRAPHALF reverses the two halves of a series
SPECTRAL DENSITY AND COHERENCE
COH coherence between two series using FFTs
CSD cross spectral density in polar form
TCOH coherence between two series using convolution
TCSD cross spectral density using convolution
TPSD power spectral density using convolution
TWO-DIMENSIONAL FFTS
FFT2 two-dimensional FFT
IFFT2 two-dimensional IFFT