Re: On esccr

From: <shea_at_nyahnyahspammersnyahnyah>
Date: Wed Jan 04 2012 - 08:42:34 MST

You will have to provide a simple example.
The following trivial example seems to work fine.

   N = 10
   x = random_normal(0,10,N)
   y = x

   mxlag = 0

   ra = esccr (x,y,mxlag)
   rb = escorc (x,y)
   print("ra="+ra+" rb ="+rb)

   y = -x
   ra = esccr (x,y,mxlag)
   rb = escorc (x,y)
   print("ra="+ra+" rb ="+rb)
=====
(0) ra=1 rb =1
(0) ra=-1 rb =-1

> Dear all:
>
>
> today when I use esccr(x,y,0) to compute a correlation, I
> found that it generates max and min value which is largers
> than 1 and lower than -1.
> Then I try escorc, it's ok and no maxia or minima out of the 1 bound. So
> I wonder if there is something wrong in this function?
>
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Received on Wed Jan 4 08:42:46 2012

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