ts_stack: Stack time series

In tpepler/ssaCUSUM: SSA-CUSUM for Surveillance of Time Series Data

Description

Utility function to stack a vector of time series data in a matrix, to be used in spectral analysis of the time series, for example.

Usage

ts_stack(x, window = floor(length(x)/2))

Arguments

x	Vector containing the time series data.
window	Window length of interest. The number of rows of the resultant matrix will be equal to this value.

Value

Returns a matrix with the number of rows equal to window.

Author(s)

Theo Pepler

Examples

xvec <- c(1:20)
ts_stack(x = xvec, window = 5)

tpepler/ssaCUSUM documentation built on May 31, 2019, 6:48 p.m.