cor.fts: Correlation for Functional Time Series Objects

In Rfssa: Functional Singular Spectrum Analysis

Description

This function finds the correlation between univarite or multivariate functional time series (fts) objects.

Usage

cor.fts(Y1, Y2)

Arguments

Y1	an object of class fts
Y2	an object of class fts

Value

a scalar that is the correlation between fts objects

See Also

fts

Examples

## Not run: 
require(fda)
require(Rfssa)
## Raw image data
NDVI=Jambi$NDVI
EVI=Jambi$EVI
## Kernel density estimation of pixel intensity
D0_NDVI <- matrix(NA,nrow = 512, ncol = 448)
D0_EVI <- matrix(NA,nrow =512, ncol = 448)
for(i in 1:448){
  D0_NDVI[,i] <- density(NDVI[,,i],from=0,to=1)$y
  D0_EVI[,i] <- density(EVI[,,i],from=0,to=1)$y
}
## Define functional objects
d <- 11
basis <- create.bspline.basis(c(0,1),d)
u <- seq(0,1,length.out = 512)
y_NDVI <- smooth.basis(u,as.matrix(D0_NDVI),basis)$fd
y_EVI <- smooth.basis(u,as.matrix(D0_EVI),basis)$fd
Y_NDVI <- fts(y_NDVI)
Y_EVI <- fts(y_EVI)
cor.fts(Y_NDVI,Y_EVI)

## End(Not run)

Rfssa documentation built on Sept. 13, 2019, 1:05 a.m.