multiMyCCM: Calculate the CCM value of x and y

Description Usage Arguments Value

Description

Takes in two sequences, and calculate the value of CCM. The CCM value is mean value of corY.

Usage

1
multiMyCCM(x, y, lag, tag, E = 2, k = 2, way = 2, ...)

Arguments

x

A vector represents the time sequence

y

A vector represents another time sequence

lag

Time lag between x and y

tag

Select the dots of x and y to calculate the CCM

k

K nearest neighbors to construct the manifold

E+1

The embedded dimension of the manifold

Value

A list of time lag and correlation number


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