Description Usage Arguments Details Value

View source: R/LG_normalisation_adjustment.R

Create a normalised time series from the original ones.

1 | ```
LG_normalisation_adjustment(TS, .adjustment_rule = 0, .remove_ties = TRUE)
``` |

`TS` |
The time series object to normalise. It's assumed that this is structured in an array, with one dimension-name being "content". |

`.adjustment_rule` |
A non-negative number that will be stored
as an attribute that later on can be used in order to add some
additional scaling (in addition to the one from the windows
function) when the estimated local Gaussian auto- and
cross-correlations are used for the computation of the local
Gaussian spectra. The default value |

`.remove_ties` |
A logical value, default |

A normalisation of the time series under consideration is preferable when an analysis based on the local Gaussian approximations are of interest. The intention of this function is to allow for easier adjustment of the normalisation regime, i.e if the normalisation should be based on the cumulative density function (or other options that might be added later on). This function will also add some attributes to the result, with the required instruction for the finite-sample adjustments to be used when computing the local Gaussian autocorrelations.

A normalised version of the time series of interest.

LAJordanger/localgaussSpec documentation built on July 28, 2017, 12:15 a.m.

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