GetWindowVariancePDF: Get the PDF of Variances for Windows of a Given Length in a...

In joshmarsh/TSPatternQuery: A Time Series Pattern Query Tool Using PIPs and Hybrid Template-Ruleset Matching

Description

Scans through the provided time series with a window of window.length size, and records the variances at each offset. Then finds the probability density function for said variances and returns a list with the density object, density function, and the variance value with the highest probability.

Usage

GetWindowVariancePDF(timeseries, window.length)

Arguments

timeseries	The time series
window.length	The length of the window with which to scan through the timeseries. Length is in number of points.

Details

Assuming d.fun <- GetWindowVariancePDFlot(), plot the PDF function using curve(d.fun$density.fun(x), from= min(d.fun$density.points$x), to=max(d.fun$density.points$x) )

Value

A list containing (1) a numeric representing the variance with the highest probability (2) The density function, which may be plotted using the curve function. (3) The density object itself, which contains 512 estimated (variance, probability) pairs.

joshmarsh/TSPatternQuery documentation built on May 19, 2019, 8:53 p.m.