Cross Correlation

Description

Cross correlation of two signals

Usage

1
xcor2(a1, a2, DT, PLOT = FALSE, LAG = 100)

Arguments

a1

input signal 1

a2

input signal 1

DT

deltaT in seconds

PLOT

logical TRUE=plot

LAG

time lag for correlation function

Details

Illustrates the cross correlation of two time series.

Value

ccf

Return list from function ccf

mlag

maximum lag in time

mccx

value of ccf at max lag mlag

mlag2

maximum absolute value lag

mccx2

value of ccf at mlag2

Author(s)

Jonathan M. Lees<jonathan.lees.edu>

See Also

ccf

Examples

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data(CE1)

ts1 <- CE1$y[CE1$x>5.443754 & CE1$x<5.615951]

ts2 <- CE1$y[CE1$x>5.760959]
ts2 <- ts2[1:length(ts1)]

ts1 <- ts1-mean(ts1)
ts2 <- ts2-mean(ts2)

xc <- xcor2(ts1, ts2, CE1$dt , PLOT = TRUE)

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