| BINCOR-package {BINCOR} | R Documentation |
Estimate the Correlation Between Two Irregular Time Series
Description
'BINCOR' estimate the correlation between two irregular
time series that are not necessarily sampled on identical time points.
This program is also applicable to the situation of two evenly spaced
time series that are not on the same time grid. 'BINCOR' is based on
a novel estimation approach proposed by Mudelsee (2010, 2014) to
estimate the correlation between two climate time series with different
timescales. The idea is that autocorrelation (AR1 process) allows to
correlate values obtained on different time points. The outputs (plots)
can be displayed in the screen or can be saved as PNG, JPG or PDF formats.
The 'BINCOR' package also provides two examples with real data: instrumental
(ENSO.dat and NHSST.dat data sets) and
paleoclimatic (ID31.dat and ID32.dat data sets)
time series to exemplify its use.
Details
| Package: | BINCOR |
| Type: | Package |
| Version: | 0.2 |
| Date: | 2018-05-18 |
| License: | GPL (>= 2) |
| LazyLoad: | yes |
BINCOR package contains four functions: the bin_cor (the
main function to build the binned time series), the plot_ts
(to plot and compare the irregular and binned time series, the
cor_ts (to estimate the correlation between the binned
time series) and the ccf_ts (to estimate the
cross-correlation between the binned time series).
Note
Dependencies: dplR and pracma.
Author(s)
Josué M. Polanco-Martínez (a.k.a. jomopo).
BC3 - Basque Centre for Climate Change, Bilbao, SPAIN.
EPOC UMR CNRS 5805 - U. de Bordeaux, Pessac, FRANCE.
Web1: https://scholar.google.es/citations?user=8djLIhcAAAAJ&hl=en.
Web2: http://www.researchgate.net/profile/Josue_Polanco-Martinez.
Email: josue.m.polanco@gmail.com
Acknowledgement:
JMPM was funded by a Basque Government post-doctoral fellowship.
References
Borchers, H. W. (2015). pracma: Practical Numerical Math Functions. R
package version 1.8.8.
URL https://CRAN.R-project.org/package=pracma
Bunn, A., Korpela, M., Biondi, F., Campelo, F., Mérian, P., Qeadan, F.,
Zang, C., Buras, A., Cecile, J., Mudelsee, M., Schulz, M. (2015). Den-
drochronology Program Library in R. R package version 1.6.3.
URL https://CRAN.R-project.org/package=dplR
Mudelsee, M. (2010). Climate Time Series Analysis: Classical Statistical and
Bootstrap Methods. Springer.
Mudelsee, M. (2014). Climate Time Series Analysis: Classical Statistical and
Bootstrap Methods, Second Edition. Springer.
Polanco-Martínez, J.M., Medina-Elizalde, M.A., Sánchez Goñi, M.F.,
M. Mudelsee. (2018). BINCOR: an R package to estimate the correlation
between two unevenly spaced time series. Ms. under review (second round).