demean: Demean vector time series

View source: R/demean.R

demeanR Documentation

Demean vector time series

Description

takes a sample of size (T) x dim (N) matrix (or its transpose) and removes the sample means of each column (row).

Usage

demean(x)

Arguments

x

matrix vector valued time series (assumes dim < sample size)

Value

same dim matrix as supplied with sample mean removed


jlivsey/EMsignal documentation built on March 17, 2024, 5:12 p.m.