kzsv {kza} | R Documentation |
Kolmogorov-Zurbenko Adaptive filter with Sample Variance.
Description
Sample variance of a Kolmogorov-Zurbenko adaptive filter.
You should get a sigma of at least 3 but preferably more than that.
Usage
kzsv(y, kza, kz, q, k=3, m=round(0.05*q), tol=1.0e-5)
Arguments
y |
The raw data. |
kza |
A vector of the resultant time series from kza function. |
kz |
A moving average result from the kz function. |
q |
The window size for the filter. |
k |
The number of iterations that were used. |
m |
Minimum size of filtering window. |
tol |
The smallest value to accept as nonzero. |
Examples
x <- c(rep(0,4000),rep(0.5,2000),rep(0,4000))
noise <- rnorm(n = 10000, sd = 1.0) # normally-distributed random variates
v <- x + noise
kzsv(v, q=1000, k=3)
[Package
kza version 1.02
Index]