CORT: TEMPORAL CORRELATION

View source: R/Similarity_indices.R

CORTR Documentation

TEMPORAL CORRELATION

Description

Computes the Temporal Correlation of Chouakria and Nagabhushan between two same length time series S1 and S2.

Usage

CORT(s1, s2)

Arguments

s1

a numeric vector containing the first time series.

s2

a numeric vector containing the second time series.

k

a equal to 3.1 by default.

Value

CORT temporal correlation between S1 and S2.

References

for more details read Chouakria Douzal 2003.


juancbellass/time-series-r-package documentation built on Aug. 26, 2023, 8:06 p.m.