Function cross_correlation 

pub fn cross_correlation<F>(
    x: &Array1<F>,
    y: &Array1<F>,
    max_lag: Option<usize>,
) -> Result<Array1<F>>
where
    F: Float + FromPrimitive + Debug,

Calculates the cross-correlation function (CCF) between two time series

Arguments

• x - First time series
• y - Second time series
• max_lag - Maximum lag to compute (default: min(length) / 4)

Returns

• The cross-correlation values for each lag

Examples

use scirs2_core::ndarray::array;
use scirs2_series::utils::cross_correlation;

let x = array![1.0, 2.0, 3.0, 4.0, 5.0];
let y = array![2.0, 3.0, 4.0, 5.0, 6.0];
let ccf = cross_correlation(&x, &y, Some(3)).unwrap();