compute_xi_ccf_miaaft: Compute MIAAFT-based Directional Xi-CCF

In xiacf: Quantifying Nonlinear Dependence and Lead-Lag Dynamics via Chatterjee's Xi

Compute MIAAFT-based Directional Xi-CCF

Description

Compute MIAAFT-based Directional Xi-CCF

Usage

compute_xi_ccf_miaaft(x, y, max_lag, n_surr)

Arguments

x	First time series (numeric vector, potential cause)
y	Second time series (numeric vector, potential effect)
max_lag	Maximum positive lag to evaluate
n_surr	Number of surrogate datasets to generate

Value

A list containing forward (X leads Y) and backward (Y leads X) Xi coefficients and surrogates.

xiacf documentation built on April 16, 2026, 5:08 p.m.