MovCoef-func
This function takes two vectors and returns a vector of moving correlation coefficientsof adjacent ranges [i-back, i+forward], for a point i. The part of range beyond the input vector is dropped.
within the window [i-back, i+forward]
Movcoef(v1,v2,back,forward)
v1
v2
back
forward
Return the moving correlation vector.
MovCoef(col(2), col(3), 20, 0);