R/ts_stack.R

ts_stack <- function(x, window = floor(length(x) / 2)){
  ts.mat <- NULL
  for(i in 1:(length(x) - window + 1)){
    ts.mat <- cbind(ts.mat, x[i:(i + window - 1)])
  }
  return(ts.mat)
}
tpepler/ssaCUSUM documentation built on May 31, 2019, 6:48 p.m.