fitted.dfa {signalextraction}R Documentation

Fitted Values of the Direct Filter Approach's Output

Description

This is the filtered real time series, i.e. the main output of the function dfa.

Usage

fitted.dfa(object, ...)

Arguments

object An R object of class "dfa", typically the result of dfa().
... Further arguments passed to or from other methods

Value

Filter output

Author(s)

Marc Wildi & Marcel Dettling, <[wia/dem]@zhwin.ch>

References

Marc Wildi, Real-Time Signal Extraction (Beyond Maximum Likelihood Principles), Springer. To appear in 2007.

See Also

dfa

Examples

data(fit)

## Instead of calling data(fit), one could run (time consuming)
## set.seed(21)
## data(x)
## fit <- dfa(x)

fitted(fit)
plot(fitted(fit), type="l")

[Package signalextraction version 2.0.1 Index]