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2007 Jan 18
4
How to optimize this loop ?
Dear R Users, I request your help to optimize a loop. Given a series of observations, I want to know how many consecutive past observations are below the last one. e.g : my_series <- c(3, 4, 10,14,8,3,4,6,9) As the last number (9) is higher than the four preceding numbers (6, 4, 3, 8), this function should return 4. my_series <- c(3, 4, 10,14,8,3,4,11,9) Here, it should return 0, as 9 is immediately preceeded by a higher number. So far, I do this awful loop : re...
2010 Apr 13
0
ccf problem (cross-correlation)
Hi all, I have a problem concerning my understanding of the cross-correlation (ccf) function in R. assume a time serie as: > t<-seq(0,6.28,by=0.01); > my_serie<-ts(sin(t),start=0,end=6.28,deltat=0.01) then I generate an other one shifted by 12 time points: > my_shifted_serie<-ts(sin(t),start=0+0.12,end=6.28+0.12,deltat=0.01) if I do the cross-correlation I get that the two series are shifted by 12 time units: > c<-ccf(my_serie,my_shift...