CORRCROIS — Extension of the corr function
[Res] = CORRCROIS(u,v,DecalMax,[NoNegVal])
First variable (Matrix [Nx1])
Second variable (Matrix [Nx1])
Maximal value of the lag (positive integer)
flag to exclude negative values (%t) or not (%f). Default = %f
Result of the cross correlation analysis (Matrix [2*DecalMax+1 x 4], first column = lag, second column = r2, third/fourth column = coefficients of the linear regression)
The function permit to locate the lag that optimises the cross correlation between two series.
This function is different from corr because it allows negative lags. It is based on the function REGRESS_LIN