Description Usage Arguments Value
deartifacr
corrects artifacts by subtacting from each observation the cumulative sum of observations > delta_max.
Empirically, histograms of my differenced show a consistent discontinuity around 2.5, suggesting that this is an appropriate value for delta_max.
1 | deartifact(x, delta_max = 2.5)
|
x |
A vector of differenced time-ordered observations |
delta_max |
A real number defining the weight chenge threshold above which a weight change is considered an artifact. |
A vector of de-artifacted observations
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