xcorr incompatibilty

[nit ar]

Hello Octave maintainers,

I have found some incompatibility of the xcorr function between Octave and Matlab.

When using c=xcorr(x,y,'coeff'), the 'coeff' scale is used by Octave to normalize the cross correlation c at lag=0 to the value 1.0.
On the other hand, Matlab uses the 'coeff' scale to normalize the the cross correlation with an equivalent factor such that the autocorrelations of both x and y are 1.0 at lag=0 !

This produce different scaling by xcorr(x,y,'coeff') in Octave and Matlab !
I assume that this is not a bug since the different behavior is clearly documented as different. It may be useful to change the definition of Octave's xcorr scale parameter to be compatible with Matlab definition (this can be easily done in the xcorr.m code).

Nitzan Arazi

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