sigex.prep: Applies some preliminary transformations to the data

In jlivsey/sigex: Ecce Signum: Multivariate Signal Extraction

Applies some preliminary transformations to the data

Description

Applies some preliminary transformations to the data

Usage

sigex.prep(
  data.ts,
  transform,
  aggregate,
  subseries,
  range = NULL,
  plot = FALSE
)

Arguments

data.ts	A T x N matrix ts object, corresponding to N time series of length T
transform	A character indicating an instantaneous transformation to be applied; current options are "none", "log", and "logistic"
aggregate	A boolean, set to TRUE if all subseries are to be aggregated into a total
subseries	Sequence of indices between 1 and N, indicating which series to examine
range	If set to NULL, take full span of data, otherwise subset the times corresponding to start and end date indicated by range[[1]] and range[[2]]
plot	Boolean, whether to plot the series (max of N=10 allowed)

Value

data.ts: a T x N0 matrix ts object, where N0=1 if aggregate=TRUE, otherwise N0=N

jlivsey/sigex documentation built on March 20, 2024, 3:17 a.m.