CORRELATE
gts
Since v1.0.0
Available on all platforms
The CORRELATE function allows you to compute correlation between one base Geo Time Series™ and a set of others.
By putting the base GTS in the set of others, cross correlation can be computed.
Signature
Examples
// COSINE
NEWGTS 'cos' RENAME
1 360 <% 'i' STORE $i NaN NaN NaN $i TORADIANS COS ADDVALUE %> FOR
'cos' STORE $cos
[ SWAP bucketizer.last 0 1 0 ] BUCKETIZE LIST-> DROP
// SINE
NEWGTS 'sin' RENAME
1 360 <% 'i' STORE $i NaN NaN NaN $i 50 + TORADIANS SIN ADDVALUE %> FOR
'sin' STORE $sin
[ SWAP bucketizer.last 0 1 0 ] BUCKETIZE
// Generate the list of offsets for correlation
[ 0 360 <% %> FOR ]
// Compute correlation
CORRELATE 'correlation' RENAME
// put SINE/COSINE on the stack so they can be displayed
$cos $sin