xcor {RTisean}R Documentation

Cross correlations

Description

Computes the cross correlations between two time series.

Usage

xcor(series, l, x = 0, c, D = 100)

Arguments

series a matrix.
l number of data to use.
x number of lines to be ignored.
c column to be read.
D number of correlations.

Value

A matrix containing the lags in the first column and the cross correlations devided by the standard deviations of both data sets in the second column.

Examples

## Not run: 

dat <- henon(1000)[,1]
noisydat <- dat + rnorm(1000)
plot(xcor(cbind(dat, noisydat),D=50),t="h", xlab="Lag", 
ylab="(Cross Corr.)/st.dev.", main="Cross correlation between
clean and noisy univariate Henon data")

## End(Not run)

[Package RTisean version 3.0.10 Index]