[R] correlating irregular time series

[paul sorenson]

I have some time stamped events that are supposed to be unrelated.

I have plotted them and that assumption does not appear to be valid. 
http://metrak.com/tmp/sevents.png is a plot showing three sets of events 
over time.  For the purpose of this exercise, the Y value is irrelevant. 
  The series are not sampled at the same time and are not equispaced 
(just events in a log file).

The plot is already pretty convincing but requires a human-in-the-loop 
to zoom in on "hot" areas and then visually interpret the result.  I 
want to calculate some index of the events' temporal relationship.

I think the question I am trying to ask is something like: "If event B 
occurs, how likely is it that an event A occurred at almost the same time?".

Can anyone suggest an established approach that could provide some 
further insight into this relationship?  I can think of a fairly basic 
approach where I start out with the ecdf of the time differences but I 
am guessing I would be reinventing some wheel.

Any tips would be most appreciated.

cheers