Max_Min_CCF_Signed: A helper function for makeCrossCorr

Max_Min_CCF_SignedR Documentation

A helper function for makeCrossCorr

Description

A helper function for makeCrossCorr

Usage

Max_Min_CCF_Signed(a, b, lagMax)

Arguments

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.

Value

A list of maximum absolute value cross-correlations and the lag at which they occurred.


ebmtnprof/rties documentation built on Aug. 25, 2022, 7:47 p.m.