Cross correlation function between two vectors
vector, assumption is that x is longer than y
vector
integer value: what is the minimal number of values between x and y that should be considered?
list with ccf values and lags
library(dplyr)
x <- runif(20)
get_ccf(x, lead(x, 5))
#> $lag
#> [1] -18 -17 -16 -15 -14 -13 -12 -11 -10 -9 -8 -7 -6 -5 -4 -3 -2 -1 0
#> [20] 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18
#>
#> $ccf
#> [1] NA NA NA NA NA
#> [6] -1.000000000 0.876681200 -0.756982306 0.156337831 -0.370634803
#> [11] 0.687490532 -0.441984745 0.735260367 -0.268909840 0.397837628
#> [16] -0.158654091 -0.406766036 0.071683057 0.006662668 0.081704788
#> [21] -0.431397440 0.040457336 -0.192325164 1.000000000 -0.193504985
#> [26] 0.021491247 -0.466294049 0.020352711 0.257541654 -0.045155379
#> [31] -0.395752552 -0.419741251 0.307386826 -0.159961486 0.911271068
#> [36] -0.964393695 1.000000000
#>
get_ccf(x, lag(x, 5), min.overlap = 3)
#> $lag
#> [1] -17 -16 -15 -14 -13 -12 -11 -10 -9 -8 -7 -6 -5 -4 -3 -2 -1 0 1
#> [20] 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17
#>
#> $ccf
#> [1] -0.298830421 0.587809357 -0.647632346 0.486289789 0.282601039
#> [6] -0.155118331 0.019782148 -0.092231897 -0.321562915 -0.142989815
#> [11] 0.161658920 -0.322460274 1.000000000 -0.302965872 0.168070998
#> [16] -0.294148285 -0.016224507 0.006662668 0.071683057 -0.406766036
#> [21] -0.158654091 0.397837628 -0.268909840 0.735260367 -0.441984745
#> [26] 0.687490532 -0.370634803 0.156337831 -0.756982306 0.876681200
#> [31] NA NA NA NA NA
#>
x <- runif(100)
get_ccf(x[45:50], x, min.overlap = 6)
#> $lag
#> [1] -94 -93 -92 -91 -90 -89 -88 -87 -86 -85 -84 -83 -82 -81 -80 -79 -78 -77 -76
#> [20] -75 -74 -73 -72 -71 -70 -69 -68 -67 -66 -65 -64 -63 -62 -61 -60 -59 -58 -57
#> [39] -56 -55 -54 -53 -52 -51 -50 -49 -48 -47 -46 -45 -44 -43 -42 -41 -40 -39 -38
#> [58] -37 -36 -35 -34 -33 -32 -31 -30 -29 -28 -27 -26 -25 -24 -23 -22 -21 -20 -19
#> [77] -18 -17 -16 -15 -14 -13 -12 -11 -10 -9 -8 -7 -6 -5 -4 -3 -2 -1 0
#>
#> $ccf
#> [1] 0.149280195 -0.672295015 0.545969733 -0.869896656 0.574551503
#> [6] -0.224694840 -0.176806094 0.651413041 -0.700884772 0.726604474
#> [11] -0.525552440 0.666203665 -0.665393791 0.569461821 -0.503678388
#> [16] 0.570943095 -0.265383203 0.340456572 -0.532748020 0.131911807
#> [21] 0.478111814 -0.700151231 0.787728704 -0.792085095 0.915761107
#> [26] -0.878830811 0.519191377 -0.226834075 0.340178888 -0.435759252
#> [31] -0.089830134 -0.046496891 0.316197172 -0.136019910 -0.090849729
#> [36] -0.060690740 -0.422386250 0.378291317 0.132623624 0.478632376
#> [41] -0.068191043 0.001001766 0.084475282 0.094413025 -0.543837146
#> [46] 0.070984348 -0.299058940 -0.156665624 0.385073577 -0.665512666
#> [51] 1.000000000 -0.849967087 0.801679961 -0.308004931 0.545435280
#> [56] -0.162432778 -0.375554618 -0.091490933 -0.449990912 -0.140675538
#> [61] 0.197977079 -0.319573815 0.486927282 0.278368152 -0.122501687
#> [66] 0.613905008 -0.314858042 0.524915998 -0.714414027 0.172255723
#> [71] -0.636844637 0.717948167 -0.091960225 0.642781364 -0.274501806
#> [76] 0.233004707 -0.329975005 0.267257265 0.232944621 -0.086856595
#> [81] 0.003676208 -0.670343098 0.425783331 -0.770510517 0.216180636
#> [86] -0.375854053 0.304289840 0.458502250 -0.232325473 0.640175505
#> [91] -0.320000304 0.330838750 -0.604871575 0.042853228 -0.051028510
#>