CRP Toolbox Reference

mcf

Purpose

Plots the maximal correlation function.

Syntax

    mcf(x,y [,t])
    mcor=mcf(x,y [,t])
    [time, mcor]=mcf(x,y [,t])

Description

Without any output arguments, mcf plots the maximal correlation function up to the maximal lag of t. Else, the maximal correlation function is stored in the vector mcor and its time scale in the vector time. If w=[], the default boxcar window size is 11.

Examples

    x=sin(0:.05:10)+.5*randn(1,201);
    y=cos(0:.05:10);
    mcf(x,y,[],20)

See Also

ace

References

Breiman, L., Friedman, J. H.: Estimating Optimal Transformations for Multiple regression and Correltaion, J. Am. Stat. Assoc., Vol. 80, No. 391, 1985.

Voss, H., Kurths, J.: Reconstruction of nonlinear time delay models from data by the use of optimal transformations, Phys. Lett. A, 234, 1997.

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