cross_mean: Mean time between crossings

In Rmfrac: Simulation and Statistical Analysis of Multifractional Processes

Mean time between crossings

Description

Computes the mean duration between crossings of a time series at a specified constant level for the provided time interval or its sub-interval.

Usage

cross_mean(X, A, subI = NULL, plot = 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 is a vector, where the lower bound is the first element and the upper bound is the second. Optional: If provided mean crossing times for the sub-interval is returned, otherwise the whole time interval is considered.
plot	Logical: If TRUE, the time series, the constant level and crossing points are plotted in interactive sessions.

Value

The estimated mean time between crossings.

See Also

cross_T, cross_rate

Examples

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

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