temporalwhiten <- function(mat, myord = 2) {
if (nargs() == 0) {
print("Usage: x_whitened<-whiten( x ) ")
return(1)
}
omat <- mat
for (i in 1:ncol(mat)) {
gsig <- mat[, i]
arval <- rep(0, myord)
try(arval <- ar(gsig, FALSE, myord)$ar)
omat[, i] <- shift(gsig, 1) * arval[1] + shift(gsig, 2) * arval[2]
}
return(omat)
}
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.