Function File: c = lscorrcoeff (time1, mag1, time2, mag2, time, freq)

Function File: c = lscorrcoeff (time1, mag1, time2, mag2, time, freq, window = cubicwgt)

Function File: c = lscorrcoeff (time1, mag1, time2, mag2, time, freq, window = cubicwgt, winradius = 1)

Return the coefficient of the wavelet correlation of two complex time series. The correlation is only effective at a given time and frequency. The windowing function applied by default is cubicwgt, this can be changed by passing a different function handle to window, while the radius applied is set by winradius. Note that this will be most effective when both series have had their mean value (if it is not zero) subtracted (and stored separately); this reduces the constant-offset error further, and allows the functions to be compared on their periodic features rather than their constant features.

See also: lswaveletcoeff, lscomplexwavelet, lsrealwavelet.

Demonstration 1

 ## This generates the correlation coefficient at time 0.5 and circular freq. 0.9
 x = 1:10;
 y = sin (x);
 z = cos (x);
 a = lscorrcoeff (x, y, x, z, 0.5, 0.9)

a =  0.1956 + 0.1225i

Package: lssa