cross_T: Estimated crossing times

In Rmfrac: Simulation and Statistical Analysis of Multifractional Processes

Estimated crossing times

Description

Computes the estimated t value(s), in which a time series crosses a specific constant level for the provided time interval or its sub-interval.

Usage

cross_T(X, A, subI = NULL, plot = FALSE, vline = FALSE)

Arguments

X	Data frame where the first column is a numeric time sequence t and the second one is the values of the time series X(t).
A	Constant level as a numeric value.
subI	Time sub-interval as a vector, where the lower bound is the first element and the upper bound is the second. Optional: If provided estimated crossing times of the sub-interval is returned, otherwise the whole time interval is considered.
plot	Logical: If TRUE, the time series, the constant level and corresponding t values are plotted in interactive sessions.
vline	Logical: If TRUE, a vertical line is plotted at the crossing point(s).

Value

The estimated crossing times at a given level.

See Also

cross_rate, cross_mean

Examples

t <- seq(0, 1, length = 100)
TS <- data.frame("t" = t, "X(t)" = rnorm(100))
cross_T(TS, 0.1, subI = c(0.2, 0.8), plot = TRUE, vline = TRUE)

Rmfrac documentation built on Sept. 10, 2025, 10:31 a.m.