R/var.fts.R

In ftsa: Functional Time Series Analysis

var.fts <- function(x, method = c("coordinate", "FM", "mode", "RP", "RPD", "radius"), trim = 0.25, alpha, weight, ...)
{
   if (class(x)[1] == "fts"|class(x)[1] == "fds"|class(x)[1] == "sfts")
   {
       functions = t(x$y) 
       n = dim(functions)[1]
       p = dim(functions)[2]
       if(any(!is.finite(functions)))
       {
           stop("Some values are not numerical.")
       }
       else
       {
           method = match.arg(method)
           if (method == "coordinate"){
               loc = (n - 1) * apply(functions, 2, var) / n
           }
           if (method == "FM"){
               lista = depth.FM(x, trim = trim)$ltrim
               loc = func.var(functions[lista,])
           }
           if (method == "mode"){
               lista = depth.mode(x, trim = trim)$ltrim
               loc = func.var(functions[lista,])
           }
           if (method == "RP"){
               lista = depth.RP(x, trim = trim)$ltrim
               loc = func.var(functions[lista,])
           }
           if (method == "RPD"){
               lista = depth.RPD(x, trim = trim)$ltrim
               loc = func.var(functions[lista,])
           }
           if (method == "radius"){
               lista = which(depth.radius(x, alpha, trim, weight)$weight==1)
               loc = func.var(functions[lista,])
           }
           if (class(x)[1] == "fds"){
               warning("Object is not a functional time series.")
           }
           return(list(x = x$x, y = loc))
       }
   }
   else {
        stop("Not a functional object.")
   }
}