scale_to: Scale multivariate time series to specific means and standard...

In bdemeshev/torro:

Description

scale_to scales multivariate time series to specific means and standard deviations

Usage

scale_to(y, mu_sd = NULL, dirty_scale = FALSE)

Arguments

y	multivariate time series to be scales
mu_sd	tibble with three columns: variable, mean, sd
dirty_scale	logical, if TRUE then the series is assumed having mean = 0 and sd = 1, and is just multiplied by sd and augmented by mean.

Details

The function scales multivariate time series to specific means and standard deviations. If mu_sd tibble is not specified then times series are scaled to zero mean and unit standard deviation.

Value

scaled mutlivatiate time series

Examples

scale_to(cars)
data(rus_macro)
scale_to(rus_macro)

bdemeshev/torro documentation built on May 21, 2019, 8:36 a.m.