R/StandardTSIMD.R
In hectorhaffenden/TSIMD: Dimension Reduction for Multivariate Time Series.
Defines functions
StandardTSIMD
StandardTSIMD <- function(X){
# returns X standardised.
X_var = var(X)
X_c = CenterTSIMD(X)
X_stand = X_c %*% matpower(X_var,-0.5) # From sSDR package
return(X_stand)
}
hectorhaffenden/TSIMD documentation built on Nov. 4, 2019, 1:30 p.m.
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Defines functions StandardTSIMD
StandardTSIMD <- function(X){
# returns X standardised.
X_var = var(X)
X_c = CenterTSIMD(X)
X_stand = X_c %*% matpower(X_var,-0.5) # From sSDR package
return(X_stand)
}
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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