How to resort a vector such that it shows a specified 1-st order autocorrelation

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Sven 2013-6-13

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Hi, I have a nX1 vector which I need to resort such that it has a predefined 1st order autocorrelation. All the values in the vector should remain the same, just the order should be different. I am struggeling to achieve this. Any idea how I can get this done? Thanks Sven

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Answer 1

David Sanchez 2013-6-13

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You can use the built-in function sort to sort the array in either ascending or descending order. To perform the specific operation you require, I believe you should write your own function.

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Sven 2013-6-13

Hi David, not sure if this does what I actually want. I have a vector and suppose that the vector has an autocorrelation of 0.2. I now want to resort the vector to have an autocorrelation of 0.3 (or any other value that I define). The sort function doesnt allow me to do that, does it? Sven

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