endtoend {RTisean}R Documentation

End-to-end mismatch of a time series

Description

Determines the effect of an end-to-end mismatch on the autocorrelation structure for various sub-sequence lengths.

Usage

endtoend(series, l, x = 0, m, c = 1)

Arguments

series a vector or a matrix.
l number of data to use.
x number of lines to be ignored.
m number of columns to be read.
c column to be read.

Details

The sub-sequence length is decreased, only considering lengths which can be factorized with factors 2, 3 and 5. In the multivariate case, the mismatches is computed for each channel seperately and then averaged.

Value

A list of as many named vectors as the number of sub-sequences considered, each composed by:

length The length of the sub-sequence.
offset The optimal offset.
lost Percentage of removed points over the total number of points.
jump The contribution of the mismatch to the total power in the sub-sequence.
slip The contribution of the mismatch in the first derivative.
weighted The weighted averaged mismatch.

Examples

## Not run: 

dat <- henon(1000)
mismatch <- endtoend(dat,m=2)

## End(Not run)

[Package RTisean version 3.0.10 Index]