public MultiCrossCorrelation(
	double[,] x,
	double[,] y,
	int maximumLag
)

Public Sub New ( 
	x As Double(,),
	y As Double(,),
	maximumLag As Integer
)

public:
MultiCrossCorrelation(
	array<double,2>^ x, 
	array<double,2>^ y, 
	int maximumLag
)

new : 
        x : float[,] * 
        y : float[,] * 
        maximumLag : int -> MultiCrossCorrelation

Parameters

x

Type: SystemDouble
A two-dimensional double array containing the first multichannel stationary time series. Each row of x corresponds to an observation of a multivariate time series and each column of x corresponds to a univariate time series.

y

Type: SystemDouble
A two-dimensional double array containing the second multichannel stationary time series. Each row of y corresponds to an observation of a multivariate time series and each column of y corresponds to a univariate time series.

maximumLag

Type: SystemInt32
A int containing the maximum lag of the cross-covariance and cross-correlations to be computed. maximumLag must be greater than or equal to 1 and less than the minimum number of observations of x and y.

Reference