Help composing Personal autocorrelation function

The following is my code for calculating the autocorrelation:

 function [Rxx]= myauto(x)
% This function Estimates the autocorrelation of the sequence of 
% random variables given in x as: Rxx(1), Rxx(2),…,Rxx(N),
% where N is Number of samples in x.

N=length(x);

Rxx=zeros(1,N);

for m=1: N+1

    for n=1: N-m+1

        Rxx(m)=Rxx(m)+x(n)*x(n+m-1);

    end;
end;

plot(Rxx)

The challenge, however, is that after I plot the values I get from my autocorrelation function (i.e Rxx), only half the points that I would otherwise get with the Matlab function xcorr are produced. For example, If I were to plot the autocorrelation of sin(x) [for x from 0 to 2pi], my function would only produce half of the curve that the Matlab function would.

I, thus, need help adjusting my function so that I am able to replicate the results that I get using the Matlab xcorr function.

Thanks.

[Daniel Shub]

It looks like you are only using positive lags. You need to include negative lags. Of course this causes "problems" with MATLAB indexing ...

Answer 1

[Rick Rosson]

Since we know in advance that the autocorrelation is an even function of time lag, you can simply invert the result and concatenate:

   Rxx = [ fliplr(Rxx(2:end))  Rxx  ];

HTH.

Rick

[Daniel Shub]

Doesn't this add 0 lag twice?

[Ishmael]

Thanks for your help, Rick, and your input, Daniel. Rick's suggestion fixed my issue.

I am also looking to develop a crosscorelation function for the same project. Are there any suggestions as to how to further modify my code?

Thanks.