Description Usage Arguments Value Author(s) References See Also Examples
Applies the taut string method to one-dimensional data.
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y |
observed values (ordered by value of independent variable) |
thr.const |
smoothing parameter for the multiresolution criterion (should be approximately 2.3) |
verbose |
logical, if T progress (for each iteration) is illustrated grahically |
extrema.nr |
if set to a positive integer an approximation with the specified number of local extreme values is calculated |
bandwidth |
if set to a positive value the specified bandwidth is used instead of the multiresolution criterion. |
sigma |
if set to a positive value sigma the standard deviation is set to sigma and not estimated from the data |
localsqueezing |
logical, if TRUE (default) the bandwidth is changed locally. |
squeezing.factor |
The amount of decrement applied to the bandwidthes |
tolerance |
Accuracy used for the determination of the bandwidth when extrema.nr is greater than 0. |
extrema.mean |
logical, if TRUE (default) the value of the taut string approximation at local extreme values is set to the mean of the observations on the interval where the extremum is taken. |
DYADIC |
If TRUE the multiresolution constraints are only checked on dyadic intervals. |
dyad.factor |
If the multiresolution constraints are checked on dyadic intervals, dyad.factor determines the ratio between the lengths of two subsequent level (default is 1.1). |
POSTISO |
If TRUE (default) any bias caused by local squeezing is removed by applying isotonic and isotonic regression between each two local extreme values. |
A list with components
y |
The approximation of the given data |
sigma |
Standard deviation used |
widthes |
Bandwidth used |
nmax |
Number of local extreme values |
knotsind |
Indices of knot points |
knotsy |
y-koordinates of knots of the taut string |
Arne Kovac A.Kovac@bristol.ac.uk
Davies, P. L. and Kovac, A. (2001) Local Extremes, Runs, Strings and Multiresolution (with discussion) Annals of Statistics. 29. p1-65
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