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

## S3 method for class 'dfa':
fitted(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 2.0.3 Index]