long_streak: Longest increasing/decreasing streak

In Rmfrac: Simulation and Statistical Analysis of Multifractional Processes

Longest increasing/decreasing streak

Description

Computes the time span of the longest increasing or decreasing streak(s) of a time series for the provided time interval or its sub-interval.

Usage

long_streak(X, direction = "increasing", 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).
direction	A character string which specifies the direction of the streak: "increasing" or "decreasing".
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 longest streak(s) time span of the sub-interval is returned, otherwise the whole time interval is considered.
plot	Logical: If TRUE, the time series and the longest streaks(s) of increasing/decreasing is plotted in interactive sessions.

Value

A data frame with one row for each longest streak, containing the time span and the corresponding values of X(t) at the streak endpoints.

See Also

mean_streak

Examples

t <- seq(0, 1, length = 100)
TS <- data.frame("t" = t,"X(t)" = rnorm(100))
long_streak(TS, direction = 'decreasing', subI = c(0.2, 0.8), plot = TRUE)

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