LogT: Logarithmic Transformation

In TSPred: Functions for Benchmarking Time Series Prediction

Description

The LogT() function returns a logarithmic transformation of the provided time series. A natural log is returned by default. LogT.rev() reverses the transformation.

Usage

LogT(x, base = exp(1))

LogT.rev(x, base = exp(1))

Arguments

x	A numeric vector or univariate time series of class ts.
base	A numeric value corresponding to the base with respect to which logarithms are computed. Default: exp(1).

Value

A vector of the same length as x containing the transformed values.

Author(s)

Rebecca Pontes Salles

References

R. H. Shumway, D. S. Stoffer, Time Series Analysis and Its Applications: With R Examples, Springer, New York, NY, 4 edition, 2017.

See Also

Other transformation methods: Diff(), WaveletT(), emd(), mas(), mlm_io(), outliers_bp(), pct(), train_test_subset()

Examples

data(NN5.A)
LogT(NN5.A[,10])

TSPred documentation built on Jan. 21, 2021, 5:10 p.m.