ksFUN: A rolling Kolmogorov-Smirnov (KS) two-sample test function.

Description Usage Arguments Examples

Description

This function gives the rolling KS test for an observation, relative to a proxy from other observations.

Usage

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ksFUN(x, obs, date, proxy, reflective = TRUE, theta = NA, tau = NA,
  window.length = 72)

Arguments

obs

The time-series under investigation.

date

This is a required column with the format 'YYYY-MM-DD HH:MM:SS'.

proxy

The comparison column.

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.

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).

window.length

This defines the length of the sampled window, defined by row number.

date.start

This sets the start of the selected data, if reflective is true. Defaults to '2016-07-01 00:00:00'.

date.end

This sets the end of the selected data, if reflective is true. Defaults to '2016-07-10 00:00:00'.

Examples

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gmiskell/Cross_Auto_Functions documentation built on May 17, 2019, 7:24 a.m.