[R] how to compute cross correlation
Moshe Olshansky
m_olshansky at yahoo.com
Tue Sep 4 01:31:37 CEST 2007
The simlest answer is that X and Y are two vectors of
length n then (un-normalized) cross correlation
between X and Y is sum(i=1 to n)
{X(i)-Xbar)*(Y(i)-Ybar)} where Xbar and Ybar are the
means of X and Y respectively.
You may need something different, so could you be more
specific? What do you mean by ASCII - they are in an
ASCII files?
Regards,
Moshe.
--- Yogesh Tiwari <yogesh.mpi at googlemail.com> wrote:
> Hello R Users,
>
> How to compute cross correlation between two time
> series. Data is in ASCII
> format. I am using R on windows.
>
> Many thanks,
>
> Regards,
> Yogesh
>
> [[alternative HTML version deleted]]
>
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