CCMRes: Calculate the CCM Residuals of two sequences

In chengfeifan/myCCM: calculate CCM

Description

Takes in two sequences, calculate CCM value in different time lag, and plot the result

Usage

CCMRes(x, y, maxLag = 20, timestep = 1, tag = c(1:length(x)), E = 2,
  ...)

Arguments

x	A vector represents the time sequence
y	A vector represents another time sequence
maxLag	Max time lag needs to be calculated
timestep	Interval of time lag
tag	Select the dots of x and y to calculate the CCM
E+1	The embedded dimension of the manifold

Value

Return a list of time lag sequence, yCausex and xCausey

chengfeifan/myCCM documentation built on May 13, 2019, 3:40 p.m.