mrc-ide/pika: Evaluate Correlation Between Time Series

This package takes two time series as inputs and first, determines the lag for the primary time series at which the cross-correlation between the two time series is highest. Second, the rolling correlation is calculated between the lagged primary time-series and the secondary time series.

Getting started

Package details

Maintainer
LicenseMIT + file LICENSE
Version0.1.1
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("mrc-ide/pika")
mrc-ide/pika documentation built on May 18, 2020, 8:55 p.m.