| 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) | |
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 |