Data.trafo: Data Transformation

In vstdct: Nonparametric Estimation of Toeplitz Covariance Matrices

Data Transformation

Description

Applies the Discrete Cosine I transform, data binning and the variance stabilizing transform function to the data.

Usage

Data.trafo(y, Te, dct.out = FALSE)

Arguments

y	nxp dimensional data matrix
Te	number of bins for data binning. Te should be smaller than the vector length p.
dct.out	logical. If TRUE, the p-dim. DCT-I matrix is returned. The default is FALSE.

Value

A list containing the following elements:

• m: number of data points per bin, that is m=n*round(p/Te). If p/Te is not an integer, the first/last bin may contain more than m data points.

• y.star: 2Te-2 dimensional vector with binned, variance stabilized and mirrowed data. The bin number Te may be modified to guarantee at least two data points per bin. If p/Te is not an integer, the vector dimension is 2*floor(p/round(p/Te))-2.

• dct.matrix: p-dim. DCT-I matrix (if dct.out=TRUE)

vstdct documentation built on July 9, 2023, 5:14 p.m.