Max_Min_CCF_Signed | R Documentation |
A helper function for makeCrossCorr
Max_Min_CCF_Signed(a, b, lagMax)
a |
First time-series used in the cross-correlation |
b |
Second time-series used in the cross-correlation |
lagMax |
Maximum lag at which to calculate the acf. Default is 10*log10(N/m) where N is the number of observations and m the number of series. |
A list of maximum absolute value cross-correlations and the lag at which they occurred.
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