detrend | R Documentation |
Detrends y
by subtracting a linear trend in x
, to create
a vector that is zero for its first and last finite value.
If the second parameter (y
) is missing, then x
is
taken to be y
, and a new x
is constructed with
seq_along()
. Any NA
values are left as-is.
detrend(x, y)
x |
a vector of numerical values. If |
y |
an optional vector |
A common application is to bring the end points of a time series down to zero, prior to applying a digital filter. (See examples.)
A list containing Y
, the detrended version of y
, and
the intercept a
and slope b
of the linear function of x
that is subtracted from y
to yield Y
.
Dan Kelley
x <- seq(0, 0.9 * pi, length.out = 50)
y <- sin(x)
y[1] <- NA
y[10] <- NA
plot(x, y, ylim = c(0, 1))
d <- detrend(x, y)
points(x, d$Y, pch = 20)
abline(d$a, d$b, col = "blue")
abline(h = 0)
points(x, d$Y + d$a + d$b * x, col = "blue", pch = "+")
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