autocov_to_cpsd
Calculate cross-power spectral density from autocovariance sequence
Syntax
[S,fres] = autocov_to_cpsd(G,fres)
Arguments
See also Common variable names and data structures.
input
G autocovariance sequence fres frequency resolution to calculate (default: automatic)
output
S cross-power spectral density (cpsd) matrix fres frequency resolution actually calculated
Description
Calculates the cross-power spectral density (cpsd) S at frequency resolution fres from the autocovariance sequence G defined as 
. This is essentially a Fourier transform:
implemented as a discrete Fast Fourier Transform (FFT). If a frequency resolution fres is not supplied, then the default is to set it to the number of autocovariance lags. The actual frequency resolution calculated is returned in fres. Call freqs = sfreqs(fres,fs), where fs is the sampling rate, to get a corresponding vector freqs of frequencies on [0,fs/2].
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 ].