Description Usage Arguments Examples
This function gives the rolling KS test for an observation, relative to a proxy from other observations.
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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'. |
1 | ksFUN()
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