Description Usage Arguments See Also Examples
Given a numeric vector x
,
this function calculates the
the maximum departure of x
from an expected
linear increase in cumulative energy based on
a white noise model.
1 | D.statistic(x)
|
x |
a numeric vector. |
wavVar
, wavVarTest
, D.table
, D.table.critical
.
1 2 3 4 5 6 7 8 9 | ## compare the D-statistic for a white noise
## realization and a random walk. the random
## walk D-statistic will be relatively large in
## comparison to that of the white noise
## realization, signifying a stronger departure
## from an expected increase in cumulative
## energy.
D.statistic(rnorm(1024))
D.statistic(cumsum(rnorm(1024)))
|
[1] 0.03159018
[1] 0.183961
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