Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Library: times
See also: distance

Quantlet: 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)

Example:

library("times")

randomize (0)

x=normal(100)

y=corrint(x,2)

y[1:2,1:2]

Result:

Contents of _tmp  (two first lines of y)

[1,] -0.67811  -1.0089 

[2,]  -0.6487 -0.99557


Library: times
See also: distance

Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Author: Christian Hafner, 960605
(C) MD*TECH Method and Data Technologies, 21.9.2000