psi_cumsum: Cumulative sum of transformed vectors

In robcp: Robust Change-Point Tests

Cumulative sum of transformed vectors

Description

Computes the cumulative sum of a transformed numeric vector or matrix. Transformation function is psi.

Usage

psi_cumsum(y, fun = "HLm", k, constant)

Arguments

y	numeric vector containing a single time series or a numeric matrix containing multiple time series (column-wise).
fun	character string specifying the transformation function ψ.
k	numeric bound used in psi.
constant	scale factor of the MAD. Default is 1.4826.

Details

Prior to computing the sums, y is being transformed by the function fun.

Value

Numeric vector or matrix containing the cumulative sums of the transformed values. In case of a matrix, cumulative sums are being computed for each time series (column) independently.

Author(s)

Sheila Görz

See Also

psi.

Examples

psi_cumsum(rnorm(100))

robcp documentation built on Sept. 16, 2022, 5:05 p.m.