Limit changes to more general argument types

Author: kagalenko-m-b

src/signalcorr.jl

@@ -43,8 +43,10 @@ end
 
 default_autolags(lx::Int) = 0 : default_laglen(lx)
 
+_autodot(x::AbstractVector{<:RealFP}, lx::Int, l::Int) = dot(x, 1:(lx-l), x, (1+l):lx)
 _autodot(x::AbstractVector, lx::Int, l::Int) = dot(view(x, 1:(lx-l)), view(x, (1+l):lx))
 
+
 ## autocov
 """
     autocov!(r, x, lags; demean=true)
@@ -59,31 +61,34 @@ where each column in the result will correspond to a column in `x`.
 
 The output is not normalized. See [`autocor!`](@ref) for a method with normalization.
 """
-function autocov!(
-    r::AbstractVector,
-    x::AbstractVector,
-    lags::AbstractVector{<:Integer},
-    z::Vector=Vector{typeof(zero(eltype(x)) / 1)}(undef, length(x));
-    demean::Bool=true
-)
+function autocov!(r::AbstractVector, x::AbstractVector, lags::AbstractVector{<:Integer} demean::Bool=true)
     lx = length(x)
     m = length(lags)
-    length(r) == length(z) == m || throw(DimensionMismatch())
+    length(r) == m || throw(DimensionMismatch())
     check_lags(lx, lags)
-    demean ? z .= x .- mean(x) : copyto!(z, x)
-    @inbounds for (k, lags_k) in zip(eachindex(r), lags) # foreach lag value
-        r[k] = _autodot(z, lx, lags_k) / lx
+
+    T = typeof(zero(eltype(x)) / 1)
+    z::Vector{T} = demean ? x .- mean(x) : x
+    for k = 1 : m  # foreach lag value
+        r[k] = _autodot(z, lx, lags[k]) / lx
     end
     return r
 end
 
-function autocov!(
-    r::AbstractMatrix, x::AbstractMatrix, lags::AbstractVector{<:Integer}; demean::Bool=true
-)
+function autocov!(r::AbstractMatrix, x::RealMatrix, AbstractVector{<:Integer}; demean::Bool=true)
+    lx = size(x, 1)
+    ns = size(x, 2)
+    m = length(lags)
+    size(r) == (m, ns) || throw(DimensionMismatch())
+    check_lags(lx, lags)
+
     T = typeof(zero(eltype(x)) / 1)
-    z = Vector{T}(undef, size(x, 1))
-    for n in 1:size(x, 2)
-        autocov!(view(r, :, n), view(x, :, n), lags, z; demean)
+    z = Vector{T}(undef, lx)
+    for j = 1 : ns
+        demean_col!(z, x, j, demean)
+        for k = 1 : m
+            r[k,j] = _autodot(z, lx, lags[k]) / lx
+        end
     end
     return r
 end
@@ -134,27 +139,36 @@ where each column in the result will correspond to a column in `x`.
 The output is normalized by the variance of `x`, i.e. so that the lag 0
 autocorrelation is 1. See [`autocov!`](@ref) for the unnormalized form.
 """
-function autocor!(
-    r::AbstractVector,
-    x::AbstractVector,
-    lags::AbstractVector{<:Integer},
-    z=zeros(typeof(zero(eltype(x)) / 1), length(x));
-    demean::Bool=true
-    )
-    autocov!(view(r, 1:1), x, 0:0, z; demean)
-    zz = r[1]
-    autocov!(r, x, lags, z; demean)
-    ldiv!(zz, r)
+function autocor!(r::AbstractVector, x::AbstractVector, lags::AbstractVector{<:Integer}; demean::Bool=true)
+    lx = length(x)
+    m = length(lags)
+    length(r) == m || throw(DimensionMismatch())
+    check_lags(lx, lags)
+
+    T = typeof(zero(eltype(x)) / 1)
+    z::Vector{T} = demean ? x .- mean(x) : x
+    zz = dot(z, z)
+    for k = 1 : m  # foreach lag value
+        r[k] = _autodot(z, lx, lags[k]) / zz
+    end
     return r
 end
 
-function autocor!(
-    r::AbstractMatrix, x::AbstractMatrix, lags::AbstractVector{<:Integer}; demean::Bool=true
-    )
-    T = typeof(zero(eltype(x))/1)
-    z = Vector{T}(undef, size(x, 1))
-    for n in 1:size(x, 2)
-        autocor!(view(r, :, n), view(x, :, n), lags, z; demean=demean)
+function autocor!(r::AbstractMatrix, x::AbstractMatrix, lags::AbstractVector{<:Integer}; demean::Bool=true)
+    lx = size(x, 1)
+    ns = size(x, 2)
+    m = length(lags)
+    size(r) == (m, ns) || throw(DimensionMismatch())
+    check_lags(lx, lags)
+
+    T = typeof(zero(eltype(x)) / 1)
+    z = Vector{T}(undef, lx)
+    for j = 1 : ns
+        demean_col!(z, x, j, demean)
+        zz = dot(z, z)
+        for k = 1 : m
+            r[k,j] = _autodot(z, lx, lags[k]) / zz
+        end
     end
     return r
 end
@@ -199,6 +213,13 @@ autocor(x::AbstractVecOrMat; demean::Bool=true) =
 
 default_crosslags(lx::Int) = (l=default_laglen(lx); -l:l)
 
+function _crossdot(x::AbstractVector{T}, y::AbstractVector{T}, lx::Int, l::Int) where {T<:RealFP}
+    if l >= 0
+        dot(x, 1:(lx-l), y, (1+l):lx)
+    else
+        dot(x, (1-l):lx, y, 1:(lx+l))
+    end
+end
 function _crossdot(x::AbstractVector, y::AbstractVector, lx::Int, l::Int)
     if l >= 0
         dot(view(x, 1:(lx-l)), view(y, (1+l):lx))