median_abs_diff: 'median_abs_diff' returns the median absolute difference...

In cammlab/TrAM: Metrics for Discovering Simultaneous Jumps in Multiple Time Series

Description

median_abs_diff returns the median absolute difference between adjacent data values

Usage

median_abs_diff(values, index)

Arguments

values	A numeric vector of time ordered data values grouped by index
index	A vector of grouping indexes defining distinct time series instances

Value

A numeric value

Examples

  num.vecs <- 10
  vec.lengths <- sample(10:15, 10, replace=TRUE)
  index <- rep(1:num.vecs, vec.lengths)
  values <- rep(100*rnorm(num.vecs), vec.lengths) + rnorm(sum(vec.lengths))
  median_abs_diff(values, index)

cammlab/TrAM documentation built on May 13, 2019, 11:02 a.m.