sigex.transform: Applies aggregation, followed by transformations to the data

In jlivsey/sigex: Ecce Signum: Multivariate Signal Extraction

Applies aggregation, followed by transformations to the data

Description

Applies aggregation, followed by transformations to the data

Usage

sigex.transform(data.ts, transform, aggregate = 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 series are to be aggregated into a total

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.