ts_permtest_transmat | R Documentation |
Monte Carlo resampling of a time series using a discretised version of y
, a sequence of bin
numbers with unique values equal to nbins
:
The discrete version of y
will be used to generate a transition matrix of size nbins X nbins
.
This transition matrix will be used to resample values
ts_permtest_transmat(
y1,
y2 = NULL,
targetValue = 0,
nbins = ceiling(2 * length(y1)^(1/3)),
Nperms = 19,
alpha = 0.05,
keepNA = TRUE
)
y1 |
Time series 1. The goal of the permutation test will be to decide whether the difference |
y2 |
An optional second time series. If this timeseries is provided then the goal of the permutation test will be the to decide wether the difference |
targetValue |
The target value for the permutation test. If |
nbins |
Number of bins to use (default = |
Nperms |
Number of permutations (default = |
alpha |
Alpha level for deciding significance (default = |
keepNA |
keepNA |
Resampled series
Other Time series operations:
ts_center()
,
ts_changeindex()
,
ts_checkfix()
,
ts_detrend()
,
ts_diff()
,
ts_discrete()
,
ts_duration()
,
ts_embed()
,
ts_integrate()
,
ts_levels()
,
ts_peaks()
,
ts_permtest_block()
,
ts_rasterize()
,
ts_sd()
,
ts_slice()
,
ts_slopes()
,
ts_standardise()
,
ts_sumorder()
,
ts_symbolic()
,
ts_trimfill()
,
ts_windower()
set.seed(4321)
y <- rnorm(5000)
ts_permtest_transmat(y)
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.