Description Usage Arguments Details Value Author(s) See Also Examples

View source: R/Finalised_coding.R

This function pre-processes the given data in order to obtain a noise structure that is closer to satisfying the Gaussianity assumption. See details for more information and for the relevant literature reference.

1 | ```
normalise(x, sc = 3)
``` |

`x` |
A numeric vector containing the data. |

`sc` |
A positive integer number with default value equal to 3. It is used to define the way we pre-average the given data sequence. |

For a given natural number `sc`

and data `x`

of length *T*, let us
denote by *Q = \lceil T/sc \rceil*. Then, `normalise`

calculates

*\tilde{x}_q = 1/sc∑_{t=(q-1) * sc + 1}^{q * sc}x_t,*

for *q=1, 2, ..., Q-1*, while

*\tilde{x}_Q = (T - (Q-1) * sc)^{-1}∑_{t = (Q-1) * sc + 1}^{T}x_t.*

More details can be found in the preprint “Detecting multiple generalized change-points by isolating single ones”, Anastasiou and Fryzlewicz (2018).

The “normalised” vector *\tilde{x}* of length *Q*, as explained in Details.

Andreas Anastasiou, a.anastasiou@lse.ac.uk

`ht_ID_pcm`

and `ht_ID_cplm`

, which are
functions that employ `normalise`

.

1 2 |

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