kzsv {kza} | R Documentation |
Kolmogorov-Zurbenko Adaptive filter with Sample Variance.
Description
Sample variance of a Kolmogorov-Zurbenko adaptive filter.
Usage
kzsv(v, q, f)
Arguments
v |
A vector of the resultant time series from kza function. |
q |
The half length of the window size for the filter. |
f |
adaptive filter derived from kzf function. |
Examples
x <- c(rep(0,1000),rep(0.5,1000),rep(0,1000))
set.seed(1)
v <- x + rnorm(n = 3000, sd = 1.0) # normally-distributed random variates
z <- kza(v,100,3)
z <- z[[1]]
# determine adaptive filter
d <- rep(0,3000)
f <- kzf(v,100,d)
f <- f[[5]]
# plot of sample variance
s <- kzsv(z,100,f)
plot(s[[1]],type="l")