circular.cc: circular.cc

In majpark21/TSexploreR: Explorative Tools for Time Series

Description

Cross-correlation with circular boundaries.

Usage

circular.cc(x, y)

Arguments

x, y	numerical vector.

Value

The vector of cross-correlation between x and y at all possible lags.

Examples

# Same pattern shifted by 2 time units
x <- rep(c(0,1,2), 10)
y <- rep(c(2,0,1), 10)
xy.cc <- circular.cc(x, y)
plot(names(xy.cc),xy.cc, type="h",
xlab = "Lag", ylab = "Correlation")
abline(h = 0, lty = "dashed", col = "blue")

majpark21/TSexploreR documentation built on Oct. 16, 2019, 2:46 p.m.