calculate_cross_correlations: Function to calculate cross-correlations between two vectors...

In skgrange/threadr: Tools to Thread Pieces Of Data Analysis Together

Function to calculate cross-correlations between two vectors and return correlation statistics by lags.

Description

Function to calculate cross-correlations between two vectors and return correlation statistics by lags.

Usage

calculate_cross_correlations(x, y, max_lag = 50, optimum_only = FALSE)

Arguments

x, y	Numeric vectors.
max_lag	Maximum lag to test.
optimum_only	Should the return only include the best lag?

Value

Tibble.

Examples

# Build vectors
# COVID-19 cases
x <- c(
  0.04, 0.04, 0.04, 0.04, 0.05, 0.05, 0.05, 0.05, 0.05, 0.05, 
  0.05, 0.05, 0.05, 0.05, 0.05, 0.05, 0.05, 0.05, 0.05, 0.05, 0.04, 
  0.04, 0.04, 0.04, 0.04, 0.04, 0.04, 0.05, 0.05, 0.06, 0.06, 0.07, 
  0.08, 0.1, 0.11, 0.13, 0.15, 0.15, 0.18, 0.21, 0.24, 0.27, 0.31, 
  0.33, 0.35, 0.4, 0.45, 0.51, 0.57, 0.64, 0.68, 0.7, 0.79, 0.86, 
  0.91, 0.95, 0.98, 0.99, 0.99, 1, 1, 0.99, 0.97, 0.94, 0.92, 0.91, 
  0.88, 0.84, 0.8, 0.76, 0.73, 0.72, 0.7, 0.67, 0.63, 0.6, 0.58, 
  0.55, 0.54, 0.53, 0.51, 0.5, 0.49, 0.48, 0.47, 0.47, 0.47, 0.46, 
  0.46, 0.46, 0.47, 0.48, 0.48, 0.48, 0.49, 0.5, 0.52, 0.52, 0.52, 
  0.53, 0.53, 0.53, 0.54, 0.54, 0.53, 0.52, 0.52, 0.52, 0.51, 0.5, 
  0.5, 0.47, 0.43, 0.42, 0.42, 0.41, 0.41, 0.41, 0.41, 0.41, 0.41, 
  0.41
)

# COVID-19 deaths
y <- c(
  0.01, 0.02, 0.02, 0.02, 0.02, 0.03, 0.03, 0.03, 0.03, 0.03, 
  0.03, 0.03, 0.03, 0.03, 0.03, 0.03, 0.02, 0.03, 0.03, 0.02, 0.02, 
  0.02, 0.02, 0.02, 0.02, 0.02, 0.02, 0.02, 0.02, 0.02, 0.02, 0.02, 
  0.02, 0.02, 0.02, 0.02, 0.02, 0.03, 0.03, 0.04, 0.05, 0.05, 0.06, 
  0.06, 0.07, 0.09, 0.1, 0.12, 0.15, 0.18, 0.21, 0.23, 0.24, 0.28, 
  0.32, 0.37, 0.39, 0.45, 0.51, 0.57, 0.63, 0.7, 0.73, 0.81, 0.83, 
  0.87, 0.92, 0.93, 0.94, 0.98, 0.97, 0.99, 0.97, 0.98, 0.98, 1, 
  0.96, 0.95, 0.95, 0.94, 0.96, 0.97, 0.94, 0.92, 0.94, 0.95, 0.96, 
  0.95, 0.95, 0.95, 0.96, 0.94, 0.95, 0.92, 0.89, 0.9, 0.89, 0.89, 
  0.91, 0.89, 0.93, 0.96, 0.95, 0.96, 0.96, 0.97, 0.96, 0.97, 0.95, 
  0.95, 0.94, 0.94, 0.89, 0.9, 0.89, 0.87, 0.84, 0.84, 0.81, 0.83, 
  0.79, 0.73
)

# Calculate lags
calculate_cross_correlations(x, y, max_lag = 30)
calculate_cross_correlations(x, y, max_lag = 30, optimum_only = TRUE)

skgrange/threadr documentation built on Jan. 10, 2025, 10:06 a.m.