D.statistic {wmtsa} | R Documentation |
Given a numeric vector x
,
this function calculates the
the maximum departure of x
from an expected
linear increase in cumulative energy based on
a white noise model.
D.statistic(x)
x |
a numeric vector. |
wavVar
, wavVarTest
, D.table
, D.table.critical
.
## compare the D-statistic for a white noise ## realization and a random walk. the random ## walk D-statistic will be relatively large in ## comparison to that of the white noise ## realization, signifying a stronger departure ## from an expected increase in cumulative ## energy. D.statistic(rnorm(1024)) D.statistic(cumsum(rnorm(1024)))