documentation of implementation of funtions

Forum|Forum|6 years ago
October 10, 2019
7 replies
3004 views

Dear Mathcad users,

I would like to have a more detailed description of the math behind the functions. For example today I was looking into the cross correlation functions crosscorr(S, K, [BC], [OV]). I would like to see the expressions that are used to calculate the results. Is there any place I can find this?

regards,

Joop

Calculus_Derivatives

W

Werner_E

25-Diamond I

The algorithms are, to my knowledge, nowhere disclosed. As far as I know, many algorithms stem from the Numerical Recipes or are at least based upon them.

http://numerical.recipes/

No sure, of course, if this also affects "crosscorr" which, as far as I am aware, was introduced just with Prime.

J

Joop

Author

1-Visitor

thanks for the reply. In the end I do not need the numerical algorithm but to use a function like crosscorr I must know what Math it does. What equations are solved?

Joop