Crosscor: Difference between revisions
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===Purpose=== | ===Purpose=== | ||
Calculates the crosscorrelation function of two time series. | Calculates the crosscorrelation function of two time series. | ||
===Synopsis=== | ===Synopsis=== | ||
:crcor = crosscor(x,y,n,''period'',''flag,plots'') | :crcor = crosscor(x,y,n,''period'',''flag,plots'') | ||
===Description=== | ===Description=== | ||
crcor = crosscor(x,y,n) returns the crosscorrelation function crcor of two time series x and y for a maximum time shift of n sample periods. | crcor = crosscor(x,y,n) returns the crosscorrelation 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. | ||
===See Also=== | ===See Also=== | ||
[[autocor]], [[corrmap]], [[wrtpulse]] | [[autocor]], [[corrmap]], [[wrtpulse]] | ||
Revision as of 14:24, 3 September 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 crosscorrelation 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.