mask2input {GammaTest} | R Documentation |
To run a Gamma test on a time series it needs to be converted into an input/output
data.frame
, where the output is in the last column.
mask2input(mask, timeseries, multiple=FALSE)
mask |
A vector of 1's and 0's representing the input inclusion/exclusion. |
timeseries |
The time series we wish to make into an input/output dataset. |
multiple |
Logical indicating whether we are dealing with muliple time series. If we are then the output is not included in the last column |
newIO |
The input/output dataset. |
Samuel E. Kemp. To report any bugs or suggestions please email: sekemp@glam.ac.uk
For papers and Gamma test related material visit http://users.cs.cf.ac.uk:81/Antonia.J.Jones/GammaArchive/IndexPage.htm
# Example on an AR(1) process ts.sim <- arima.sim(500, model=list(ar=0.9), sd=sqrt(1)) mask <- c(1) ts.sim.io <- mask2input(mask, as.matrix(ts.sim)) # Example on an AR(2) process ts.sim <- arima.sim(500, model=list(ar=c(0.9, -0.8)), sd=sqrt(1)) mask <- c(1,1) ts.sim.io <- mask2input(mask, as.matrix(ts.sim)) # Example on an AR(3) process X <- arima.sim(500, model=list(ar=c(-0.2, 0.3, -0.2)), sd=sqrt(1)) mask <- c(0,1,1) # Leave out X_{t-1} X.io <- mask2input(mask, as.matrix(X)) # Write a data.frame with {(X_{t-2}, X_{t-3}), X_t}