multiCCM: Calculate the CCM of two sequences

Description Usage Arguments Value

Description

Takes in two sequences, calculate CCM value in different time lag, and plot the result. The CCM value is mean value of corY

Usage

1
multiCCM(x, y, maxLag = 20, timestep = 1, tag, 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.