Displaying 1 result from an estimated 1 matches for "x_select".
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g_select
2009 Jul 03
0
A fast version of ccf () accepting missing values ?
...<- list()
res$cor <- rep(0.0, 1 + lag.before + lag.after)
sub_X <- X[ 1 + lag.before : (l_X - lag.after)]
res$delay <- seq(-lag.before, lag.after)
for (i in res$delay) {
sub_Y <- Y[(lag.before+i+1) : (l_X-lag.after+i+1)]
OK <- !(is.na(sub_X) | is.na(sub_Y))
x_select <- sub_X[OK]
y_select <- sub_Y[OK]
res$cor[i+lag.before+1] <- cor (x_select, y_select)
}
return (res)
}
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