RGetACF ()
Calculates the auto correlation of an array of values.
Synopsis
float RGetACF( const dyn_float vals, float& optLag, int userData = 0);
Parameters
| Parameter | Description |
|---|---|
| vals | Array of values. |
| optLag | Return parameter for optimal Lag value. The optLag time is returned in seconds. |
| userData | User data of the function call. The user data variable can be set to an integer value and be used to detect errors when calling R functions. Set the variable to an integer value and when the function is called and an error occurs, the specified integer value is returned. |
Description
Calculates the auto correlation of an array of values.
Return Value
Correlation result
Example
Calculates the auto correlation of an array and returns the optimal lag value. The lag value specifies the maximum time (delay) between all values of different data points. Several values are often needed to calculate a correlation. The lag value specifies the maximum time that is allowed between all values of different data points. In other words between the two values when two data points are compared.
main()
{
dyn_float df1 = makeDynFloat(31,31,33,32,34,33,32,35,29,34,38,40,37,38,36,36,36,39,38,40,35,32,34,32,34,29,29,28,31,28,30,34,33,28,31,32,33,33,33,35,36,36,40,38,40,37,40,38,40,38);
float f;
float optLag;
f = RGetACF(df1,optLag);
DebugTN("Optimal Lag value:", optLag, "Correlation:", f);
}Assignment
Availability
See also
