Crosscor: Difference between revisions
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===Purpose=== | ===Purpose=== | ||
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===Description=== | ===Description=== | ||
crcor = crosscor(x,y,n) returns the | crcor = crosscor(x,y,n) returns the cross-correlation function (crcor) of two time series (x) and (y) for a maximum time shift of (n) sample periods. | ||
crcor = crosscor(x,y,n,''period'') uses the sampling period period to scale the x-axis on the output plot. | crcor = crosscor(x,y,n,''period'') uses the sampling period (period) to scale the x-axis on the output plot. | ||
crcor = crosscor(x,y,n,''period'',''flag'') with flag set to 1 changes the routine from cross correlation to cross covariance. | crcor = crosscor(x,y,n,''period'',''flag'') with (flag) set to 1 changes the routine from cross-correlation to cross-covariance. | ||
Optional input ''plots'' suppresses plotting when set to 0. | Optional input ''plots'' suppresses plotting when set to 0. | ||
Latest revision as of 14:18, 7 October 2008
Purpose
Calculates the crosscorrelation function of two time series.
Synopsis
- crcor = crosscor(x,y,n,period,flag,plots)
Description
crcor = crosscor(x,y,n) returns the cross-correlation function (crcor) of two time series (x) and (y) for a maximum time shift of (n) sample periods.
crcor = crosscor(x,y,n,period) uses the sampling period (period) to scale the x-axis on the output plot.
crcor = crosscor(x,y,n,period,flag) with (flag) set to 1 changes the routine from cross-correlation to cross-covariance.
Optional input plots suppresses plotting when set to 0.