rolling_corr: Calculate rolling correlation between two time series by...

In mrc-ide/pika: Evaluate Correlation Between Time Series

Description

This function calculates the rolling correlation between two time series

Usage

rolling_corr(dat, date_var = "date", grp_var, x_var, y_var, n = 14)

Arguments

dat	data frame with columns that correspond to two time series and grouping variable
date_var	character string of date column name (should be of class "Date")
grp_var	character string of column name in dat to be used as grouping variable
x_var	primary time series (should be a column in dat)
y_var	secondary time series (should be a column in dat)
n	the number of time periods over which to calculate rolling correlation

Value

tibble of lags by grp_var

mrc-ide/pika documentation built on May 18, 2020, 8:55 p.m.