Library: | times |
See also: | distance |
Macro: | corrint | |
Description: | computes the correlation integral for time series |
Usage: | y = corrint(x,m) | |
Input: | ||
x | vector | |
m | positive integer < 10 (embedding dimension) | |
Output: | ||
y | array (first column: log epsilon, second column: log correlation integral) |
library("times") randomize (0) x=normal(100) y=corrint(x,2) y[1:2,1:2]
Contents of _tmp (two first lines of y) [1,] -0.67811 -1.0089 [2,] -0.6487 -0.99557
Library: | times |
See also: | distance |