R/ccf_ts.R

In BINCOR: Estimate the Correlation Between Two Irregular Time Series

######################################################################
#:: ccf_ts function - R package BINCOR                               #
#:: Programmed by Josué M. Polanco-Martinez a.k.a jomopo             #
#:: Email: josue.m.polanco@gmail.com                                 #
######################################################################
#   Copyright (C) 2017 by Josué M. Polanco-Martínez 	             #
#   This file/code is part of the R package BINCOR 	             #
######################################################################
#								     
#   BINCOR is free software: you can redistribute it and/or modify it
#   it under the terms of the GNU General Public License as published 
#   by the Free Software Foundation, either version 3 of the License, 
#   or (at your option) any later version.
#
#   BINCOR is distributed in the hope that it will be useful,
#   but WITHOUT ANY WARRANTY; without even the implied warranty of
#   MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
#   GNU General Public License for more details.
#
#   You should have received a copy of the GNU General Public License
#   along with BINCOR If not, see <http://www.gnu.org/licenses/>.
#
#####################################################################

ccf_ts <- 
function(bints1, bints2, lagmax=NULL, ylima=-1, ylimb=1, rmltrd="N", RedL=T,  
         device="screen", Hfig, Wfig, Hpdf, Wpdf, resfig, ofilename) { 
 
 #:: Checking the input data 
 if( dim(bints1)[2] !=2 | dim(bints2)[2] != 2) 
   stop ("There is a problem with the input data. The input data should 
    be a couple of vectors of dimension N x 2 (rows x columns). Please, 
    use in the R's command line: dim(ts'x')[2] to verify the number of 
    columns. Thank you for using our BINCOR package.") 

 if( dim(bints1)[1] != dim(bints2)[1] ) 
  stop ("The binned time series under analysis do not have the same 
   number of elements. Thank you for using our BINCOR package.") 

 #:: Devices options: png, jpg & pdf! 
 if (device=="png") {
  fileout <- paste("ccf_", ofilename, ".png", sep="")
  png(fileout, height=Hfig, width=Wfig, res=resfig) 
 }

 if (device=="jpeg" || device=="jpg") {
  fileout <- paste("ccf_", ofilename, ".jpg", sep="")
  jpeg(fileout, height=Hfig, width=Wfig, res=resfig)
 }

 if (device=="pdf") {
  fileout <- paste("ccf_", ofilename, ".pdf", sep="")
  pdf(fileout, height=Hpdf, width=Wpdf)
 }

 if (rmltrd == "N" || rmltrd == "n") 
 ccf.12 <- ccf(bints1[,2], bints2[,2], main="",   
  	      ylab="Corr. coef.", lag.max=lagmax, ylim=c(ylima,ylimb), las=1)
 if (rmltrd == "Y" || rmltrd == "y") 
 #:: The linear trend is removed -the R pack. "pracma" is required!
 ccf.12 <- ccf(c(detrend(bints1[,2])), c(detrend(bints2[,2])), main="",   
  	      ylab="Corr. coef.", lag.max=lagmax, ylim=c(ylima,ylimb), las=1)

 if (RedL == TRUE | RedL == T) { 
  idmidp <- which(ccf.12$lag == 0)
  abline(h=ccf.12$acf[idmidp], col="red") 
 } 


 if (device != "screen") 

 dev.off()

 return(ccf.12) 

}