myCCMRes: Calculate the CCM sigma value of x and y

In chengfeifan/myCCM: calculate CCM

Description

Takes in two sequences, and calculate the value of CCM

Usage

myCCMRes(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.