n.check.data: Check the format of multivariate time series

Description Usage Arguments Value Author(s) Examples

Description

Check the format of multivariate time series

Usage

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Arguments

y

time series y in matrix format (m rows x 2 columns). The first column should contain the time steps and the second column should contain the values.

x

multivariate time series x in matrix format (m rows x (1 + (n-1)) columns). The first column should contain the time steps and the other columns should contain the values.

Value

Returns a named list containing:

t

time steps

dt

size of a time step

n.obs

number of observations

Author(s)

Tunc Oygur (info@tuncoygur.com.tr)

Code based on biwavelet package written by Tarik C. Gouhier.

Examples

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#Example 1:
t1 <- cbind(1:100, rnorm(100))
n.check.data(y = t1)

#Example 2:
t1 <- cbind(1:100, rnorm(100))
t2 <- cbind(1:100, rnorm(100), rnorm(100), rnorm(100))
n.check.data(y = t1, x = t2)

vectorwavelet documentation built on Jan. 16, 2021, 5:38 p.m.