C2: Sample correlation integral
In tseriesChaos: Analysis of Nonlinear Time Series

Description Usage Arguments Details Value Author(s) References See Also

Sample correlation integral for the specified length scale

1	C2(series, m, d, t, eps)

`series`	time series
`m`	embedding dimension
`d`	time delay
`t`	Theiler window
`eps`	length scale

Computes the sample correlation integral on the provided time series for the specified length scale, and considering a time window t (see references). It uses a naif algorithm: simply returns the fraction of points pairs nearer than eps. Normally, you would use d2, which takes roughly the same time, but computes the correlation sum for multiple length scales and embedding dimensions at once.

The sample correlation integral at eps length scale.

Antonio, Fabio Di Narzo

Hegger, R., Kantz, H., Schreiber, T., Practical implementation of nonlinear time series methods: The TISEAN package; CHAOS 9, 413-435 (1999)

d2

tseriesChaos documentation built on May 2, 2019, 6:38 a.m.