my_ccf: Cross correlation function between two vectors

Description Usage Arguments Value Examples

Description

Cross correlation function between two vectors

Usage

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my_ccf(x, y, min.overlap = 0.1 * max(length(x), length(y)))

Arguments

x

vector

y

vector

min.overlap

integer value: what is the minimal number of values between x and y that should be considered?

Value

list with ccf values and lags

Examples

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x <- runif(20)
my_ccf(x, lead(x, 5))
my_ccf(x, lag(x, 5), min.overlap=3)
x <- runif(100)
bulletr:::my_ccf(x[45:50], x, min.overlap=6)

erichare/bulletr documentation built on May 16, 2019, 8:26 a.m.