xcor                 package:RTisean                 R Documentation

_C_r_o_s_s _c_o_r_r_e_l_a_t_i_o_n_s

_D_e_s_c_r_i_p_t_i_o_n:

     Computes the cross correlations between two time series.

_U_s_a_g_e:

     xcor(series, l, x = 0, c, D = 100)

_A_r_g_u_m_e_n_t_s:

  series: a matrix. 

       l: number of data to use. 

       x: number of lines to be ignored. 

       c: column to be read. 

       D: number of correlations.

_V_a_l_u_e:

     A matrix containing the lags in the first column and the cross
     correlations devided by the standard deviations of both data sets
     in the second column.

_E_x_a_m_p_l_e_s:

     ## Not run: 

     dat <- henon(1000)[,1]
     noisydat <- dat + rnorm(1000)
     plot(xcor(cbind(dat, noisydat),D=50),t="h", xlab="Lag", 
     ylab="(Cross Corr.)/st.dev.", main="Cross correlation between
     clean and noisy univariate Henon data")

     ## End(Not run)

