getRollStatistics: getRollStatistics: get rolling statistics It is used...

Description Usage Arguments Value Author(s)

View source: R/getRollStatistics.R

Description

This function calculates a certain statistic in centered sliding windows along a time series. The available statistics are: minimum, first quartile,median, mean, third quartile, maximum and standard deviation. Incomplete windows can be assigned NA (option tailsTS = FALSE); alternatively, the statistic can be calculated with the available values.

Usage

1
getRollStatistics(selTs, selTsName, slidingWin, tailsTS = FALSE, selStatisTF)

Arguments

selTs

The input time series

selTsName

The input time series name

slidingWin

The sliding window size

tailsTS

The action regarding the tails (TRUE or FALSE)

selStatisTF

A data frame containing seven columns. Each column corresponds to a statistic. When the user selects a statistic, its value is TRUE; otherwise, it is FALSE.

Value

For each selected statistic, the function creates a time series in the environment susEnv (for example, a time series of mean values).

Author(s)

Marina Saez Andreu


KarsTS documentation built on Jan. 16, 2021, 5:07 p.m.