drFUN: A decomposed regression analysis.

In gmiskell/CrossAutoFunctions: Error Scanning using Network or Historical Data

Description

This function gives the decomposed time series with long-term (week) and short-term (day) trends removed.

Usage

drFUN(x, obs, date, proxy, reflective = TRUE, reset = 720,
  long.term = 168, short.term = 24, theta = NA, tau = NA)

Arguments

obs	This is the numeric column under investigation.
date	This is a required column with the format 'YYYY-MM-DD HH:MM:SS'.
proxy	This is the data that obs is being compared to (cannot be the same as obs).
reflective	This decides whether to use a selected time period of data (reflective), or to use data from the latest day (live). Defaults to TRUE.
reset	This sets the length of time for the long-term trend to reset its coefficients. Defaults to 720.
long.term	This sets the length of the long-term trend. Defaults to 168.
short.term	This sets the length of the short-term trend. Defaults to 24.
theta	This sets the test threshold on whether to flag the data. Defaults to NA (no flags given).
tau	This sets the day threshold on whether to flag the data given consistent theta flags. Defaults to NA (no flags given).

Examples

drFUN()

gmiskell/CrossAutoFunctions documentation built on May 31, 2019, 11:50 p.m.