TS_LG_normalisation: Create a normalised time series from the original ones

In LAJordanger/localgaussSpec: Local Gaussian Spectral Analysis

Create a normalised time series from the original ones

Description

A normalisation of the time series under consideration is preferable when an analysis based on the local Gaussian approximations is of interest.

Usage

TS_LG_normalisation(TS, .remove_ties = TRUE)

Arguments

TS	The time series object to normalise. It is assumed that this is structured in an array, with one dimension-name being "content".
.remove_ties	A logical value, default TRUE, in which case the presence of ties will trigger a minor perturbation of the data. Note: Whenever this happens, set.seed(1) will be used in order to ensure reproducibility.

Details

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.

Value

A normalised version of the time series of interest.

LAJordanger/localgaussSpec documentation built on May 6, 2023, 4:31 a.m.