pmreg {ftnonpar} | R Documentation |
Applies the taut string method to one-dimensional data.
pmreg(y, thr.const=2.5, verbose=F, extrema.nr=-1, bandwidth=-1, sigma=-1, localsqueezing=T, squeezing.factor=0.5, tolerance=0.001, extrema.mean=T)
y |
observed values (ordered by value of independent variable) |
thr.const |
smoothing parameter for the multiresolution criterion (should be approximately 2.5) |
verbose |
logical, if T progress (for each iteration) is illustrated grahically |
extrema.nr |
if set to a positive integer an approximation with the specified number of local extreme values is calculated |
bandwidth |
if set to a positive value the specified bandwidth is used instead of the multiresolution criterion. |
sigma |
if set to a positive value sigma the standard deviation is set to sigma and not estimated from the data |
localsqueezing |
logical, if T (default) the bandwidth is changed locally. |
squeezing.factor |
The amount of decrement applied to the bandwidthes |
tolerance |
Accuracy used for the determination of the bandwidth when extrema.nr is greater than 0. |
extrema.mean |
logical, if T (default) the value of the taut string approximation at local extreme values is set to the mean of the observations on the interval where the extremum is taken. |
A list with components
y |
The approximation of the given data |
sigma |
Standard deviation used |
widthes |
Bandwidth used |
nmax |
Number of local extreme values |
knotsind |
Indices of knot points |
knotsy |
y-koordinates of knots of the taut string |
Arne Kovac Arne.Kovac@uni-essen.de
Davies, P. L. and Kovac, A. (2001) Local Extremes, Runs, Strings and Multiresolution (with discussion) Annals of Statistics. 29. p1-65
data(djdata) pmreg(djdoppler,verbose=TRUE)$n