Description Usage Arguments Details Value
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.
1 | GetWindowVariancePDF(timeseries, window.length)
|
timeseries |
The time series |
window.length |
The length of the window with which to scan through the timeseries. Length is in number of points. |
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) )
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.
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