get.projections: Internal functions for MEMD

Description Usage Arguments Value

View source: R/memd.R

Description

get.projections creates projection directions through Hammersley sequence. sifting performs the sifting process to obtain one MIMF. compute.mean.enveloppe computes the mean enveloppe for sifting.

Usage

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get.projections(ndirections, p)

sifting(x, tt, projmat, stopping, tol, max.iter)

compute.mean.enveloppe(hk, tt = 1:n, projmat = diag(p))

Arguments

ndirections

Integer giving the number of projections.

p

Integer giving the number of variables to decompose.

x

A numeric matrix containing the multivariate signal. Each column corresponds to a variable.

tt

A numeric vector the same size of row(x) containing time indices for the data. Allows for irregularly sampled signals.

projmat

A ndirection x p giving the projection vectors to compute the enveloppe.

stopping

Character indicating the stopping criterion of the sifting process. When stopping = "absmean" (the default) the criterion of Rilling et al. (2003) based on the mean enveloppe is used. When stopping = "S", the stopping criterion of Huang et al. (2003) based on the number of iteration is used.

tol

A numeric vector givving the tolerance for the stopping criterion. A vector of length 3 when stopping = "absmean" and a single value when stopping = "S".

max.iter

Integer giving the maximum number of iterations for the sifting process.

hk

Matrix containing the current MIMF prototype.

Value

get.projections: a ndirection x p matrix giving the projection vectors.

sifting: a list with the following elements:

mimf

A matrix containing the resulting mimf.

count

The number of iterations for completing the sifting process.

compute.mean.enveloppe: a list with elements:

meanenv

The mean enveloppe.

amp

The mean amplitude of the signal.

nzc

The number of zero crossings.

nex

The number of local extrema.


PierreMasselot/Library--emdr documentation built on June 19, 2021, 8:58 a.m.