CrossCorrelation: CrossCorrelation

Description Usage Arguments Value

Description

Calculates the cross-correlation of the given time series.

Usage

1
CrossCorrelation(arr.xss, arr.yss, unbiased)

Arguments

arr.xss

KHIVA array with the time series.

arr.yss

KHIVA array with the time series.

unbiased

Determines whether it divides by n - lag (if true) or n (if false).

Value

The cross-correlation value for the given time series.


shapelets/khiva-r documentation built on June 10, 2019, 4:58 a.m.