smoothness: Quantify the smoothness of a vector

In datawizard: Easy Data Wrangling and Statistical Transformations

Quantify the smoothness of a vector

Description

Quantify the smoothness of a vector

Usage

smoothness(x, method = "cor", lag = 1, iterations = NULL, ...)

Arguments

x	Numeric vector (similar to a time series).
method	Can be "diff" (the standard deviation of the standardized differences) or "cor" (default, lag-one autocorrelation).
lag	An integer indicating which lag to use. If less than 1, will be interpreted as expressed in percentage of the length of the vector.
iterations	The number of bootstrap replicates for computing standard errors. If NULL (default), parametric standard errors are computed.
...	Arguments passed to or from other methods.

Value

Value of smoothness.

References

https://stats.stackexchange.com/questions/24607/how-to-measure-smoothness-of-a-time-series-in-r

Examples

x <- (-10:10)^3 + rnorm(21, 0, 100)
plot(x)
smoothness(x, method = "cor")
smoothness(x, method = "diff")

datawizard documentation built on Oct. 6, 2024, 1:08 a.m.