Description Usage Arguments Value
View source: R/LaggedCorrelation.R
Calculate pearson correlation coefficient between two data sets for different lags.
1 | LaggedCorrelation(x, y, lags, independent.obs = length(x), parallel = T)
|
x |
vector containing the independent variable |
y |
vector containing the depended variable |
lags |
vector of lag |
independent.obs |
number of independent observations. Defaults to length(x), when x or y is smoothed, the number of independent observations may be lower. |
parallel |
calculate in parallel, using the foreach package (default True) |
data frame containing the lag applied, the correlation coefficient (r), the p-value (p) and the number of independent observations used to calculate the p-value.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.