scoreZoos: Time-series score a 'zoo'
In pchristi99/pcLib: Pete's utility functions

Description Usage Arguments Details Value

Time-series score x using an expanding window & weighting stats estimates using exponentially decaying weights with half-life hl.

1	scoreZoos(x, hl, na.rm = TRUE)

`x`	Input `zoo`
`hl`	Half life (in whatever frequeny indexes `x`)
`na.rm`	Remove missing values? (Boolean)

scoreZoos time-series scores the input zoo using an expanding window and exponentially weighting the estimated mean and standard deviation using the supplied half-life. Units of the half-life are however the input series is indexed. If no hl argument is supplied, uses equally-weighted estimates.

A zoo with the scored output

pchristi99/pcLib documentation built on June 25, 2019, 2:23 p.m.