n.check.data: Check the format of multivariate time series

In toygur/vectorwavelet: Vector Wavelet Coherence for Multiple Time Series

Description

Check the format of multivariate time series

Usage

n.check.data(y, x = NULL)

Arguments

y	time series y in matrix format (m rows x 2 columns). The first column should contain the time steps and the second column should contain the values.
x	multivariate time series x in matrix format (m rows x (1 + (n-1)) columns). The first column should contain the time steps and the other columns should contain the values.

Value

Returns a named list containing:

t	time steps
dt	size of a time step
n.obs	number of observations

Author(s)

Tunc Oygur ([e-mail])

Code based on biwavelet package written by Tarik C. Gouhier.

Examples

#Example 1:
t1 <- cbind(1:100, rnorm(100))
n.check.data(y = t1)

#Example 2:
t1 <- cbind(1:100, rnorm(100))
t2 <- cbind(1:100, rnorm(100), rnorm(100), rnorm(100))
n.check.data(y = t1, x = t2)

toygur/vectorwavelet documentation built on Jan. 19, 2021, 4:22 p.m.