cpsd_to_autocov
Calculate autocovariance sequence from cross-power spectral density
Syntax
[G,q] = cpsd_to_autocov(S,q)
Arguments
See also Common variable names and data structures.
input
S cross-power spectral density (cpsd) matrix q number of autocovariance lags to calculate (default: automatic)
output
G autocovariance sequence q number of autocovariance lags actually calculated
Description
Calculates the autocovariance sequence G defined as 
to q lags from the cross-power spectral density (cpsd) S. This is essentially an inverse Fourier transform
implemented as an (discrete) inverse fast Fourier transform. If a number of lags q is not supplied, then the default is to set it to the frequency resolution of the cpsd. The actual number of lags calculated is returned in q.
References
[1] L. Barnett and A. K. Seth, The MVGC Multivariate Granger Causality Toolbox: A New Approach to Granger-causal Inference, J. Neurosci. Methods 223, 2014 [ preprint ].