mvFUN: Running Mean-Variance Test.

Description Usage Arguments Examples

Description

This function gives the running MV test for an observation, relative to a proxy from some other observation/s.

Usage

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mvFUN(x, obs, date, proxy, all.data = TRUE, intercept.theta = NA,
  slope.theta = NA, tau = NA, window.length = 72, truncate = FALSE,
  trun.direction = "over")

Arguments

obs

The data under investigation.

date

A required column with the format 'YYYY-MM-DD HH:MM:SS'.

proxy

The comparison data.

all.data

This decides whether to use all provided data (all.data - 'TRUE'), or to use data from the latest day ('FALSE'), which makes the function possible to run as a schedule for real-time updating. Defaults to 'TRUE'.

intercept.theta

This sets the test threshold on whether to flag the data for the intercept. Defaults to 'NA' (no flags given).

slope.theta

This sets the test threshold on whether to flag the data for the slope. 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. Default is 72 (three days of hourly data).

truncate

This is is subsets of the data should be derived, by using only values above or below the mean to derive the mean and variance.

trun.direction

This the side of the mean to take for the sample, if truncate is ‘TRUE'. Options are ’under' (below the sample mean) or 'over' (above the sample mean).

Examples

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gmiskell/sensor_toolkit documentation built on May 17, 2019, 7:06 p.m.