mcf
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
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.