kzsv {kza}R Documentation

Kolmogorov-Zurbenko Adaptive filter with Sample Variance.

Description

Sample variance of a Kolmogorov-Zurbenko adaptive filter.

Usage

kzsv(y=NULL, kza=NULL, kz=NULL, q, k=3, m=0, tol=1.0e-5)

Arguments

y The raw data to be analyzed.
kza A vector of the resultant time series from kza function.
kz A moving average result from the kz function.
q The half length of the window size for the filter.
k The number of iterations to run kz and kza functions.
m Minimum size of filtering window.
tol The smallest value to accept as nonzero.

Examples

x <- c(rep(0,1000),rep(0.5,1000),rep(0,1000))
v <- x + rnorm(n = 3000, sd = 1.0)    # normally-distributed random variates
z <- kza(v,q=200,m=10)
par(mfrow=c(3,1))
plot(v,type="l")
plot(z,type="l")

s <- kzsv(y=z,kza=z,q=200)
plot(s/mean(s),type="l")

[Package kza version 1.00 Index]