RGetCCF()

Calculates the cross-correlation of an array of values.

Synopsis

float RGetCCF( const dyn_float& vals1, const dyn_float& vals2, int& optLag = _int_default, int maxLag =0, int userData = 0 );

Parameters

Parameter Description
vals1 First array of values.
vals2 Second array of values.
optLag Return parameter for optimal Lag value. The value is only returned if the parameter maxLag was set to a value other than 0. The optLag time is returned in seconds.
maxLag Maximum lag value. The maximumLag value is specified 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 cross-correlation of an array of values.

Return Value

Correlation result

Example

Calculates the auto-correlation and also returns the optimum 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.

#uses "CtrlR"
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);
  dyn_float df2 = makeDynFloat(401,381,382,392,406,372,361,405,392,399,350,342,346,354,304,345,320,317,356,323,386,406,405,396,400,401,365,400,391,398,362,368,363,373,389,370,406,386,402,367,379,380,406,389,374,379,399,406,377,407);
  float f;
  int optLag; /* returns the optimal lag value between two values when two values are compared */
  int maxLag = 2;
  f = RGetCCF(df1,df2, optLag,maxLag);
  DebugTN("Optimal Lag value:", optLag, "Cross-correlation:", f);
}

Assignment

R Functions

Availability

SmartSCADA - R CTRL extension

See also

RGetACF()