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

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)

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, 28.6.1999