median_abs_diff_rescale: Return a data frame which contains time series from an input...

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

Description

Return a data frame which contains time series from an input data frame rescaled by each time series's median absolute temporal fluctuations

Usage

median_abs_diff_rescale(data, group.col.name, time.col.name, data.col.names)

Arguments

data	A data frame containing a time series grouping column, a time column (assumed uniformly spaced), and multiple time series columns
group.col.name	Name of the column in data which contains the time series grouping
time.col.name	Name of the column in data which contains the time for each row
data.col.names	Character vector of column names containing simultaneous time series values

Value

A data frame containing the same column names specified in the function call, but with the data column values rescaled

Examples

  num.time.series <- 10
  time.series.length <- 25
  num.data.points <-  num.time.series * time.series.length
  data <- data.frame(group=rep(1:num.time.series, time.series.length),
                     time=rep(1:time.series.length, num.time.series),
                     ts1=rnorm(num.data.points),
                     ts2=10*rnorm(num.data.points))
  rescaled.data <- median_abs_diff_rescale(data, "group", "time", c("ts1", "ts2"))

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