Get R Statistic for Chumbley matching

See Chumbley et al (2010). A small piece (b2) is matched to a much larger piece (b1). The lag gives the index location of the best match of b2 in b1.

get_lag_max_R(b1, b2, window, b1.left)

Arguments

b1

dataframe
b2

dataframe
window

width of the window (in indices) to consider for matching
b1.left

left index of the matching window

Value

list of lag and correlation achieved. The plot shows b2 on b1.