R/ts_unstack.R

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

ts_unstack <- function(x){
  if(!is.matrix(x)){stop('ERROR: \'x\' is not a matrix!')}
  L <- nrow(x)
  K <- ncol(x)
  ts.vec <- rep(NA, times = K + L - 1)
  for(i in 1:(K - 1)){
    if(sum(x[2:L, i] != x[1:(L - 1), i + 1]) > 0){stop('ERROR: \'x\' is not a Hankel matrix!')}
    else{
      ts.vec[i] <- x[1, i]
      ts.vec[(i + 1):(i + L)] <- x[, i + 1]
    }
  }
  return(ts.vec)
}