compute.var: Computes the variance of a piecewise constant time series...
In mpcbs: Multi-sample and Multiplatform CNV.

Computes the variance of a piecewise constant time series that may contain jumps by using one-half the variance of the lag-1 differences.

1	compute.var(y)

`y`	A matrix of real numbers, each column is a piece-wise constant time series.
`use.mean`	If TRUE (default) the mean of the lag-1 variances is used, otherwise use the median.

a vector of variances, one for each column.

Nancy R. Zhang

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    a=c(rnorm(100), rnorm(100,1,1), rnorm(100,2,1))
    plot(a)
    compute.var(a)

mpcbs documentation built on May 2, 2019, 4:49 p.m.

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