rescale.variance {InspectChangepoint}

Noise standardisation for multivariate time series.

Description

Each row of the input matrix is normalised by the estimated standard deviation computed through the median absolute deviation of increments.

Usage

rescale.variance(x)

Arguments

x

An input matrix of real values.

Details

This is an auxiliary function used by the InspectChangepoint package.

Value

A rescaled matrix of the same size is returned.

Examples

x <- matrix(rnorm(40),5,8) * (1:5)
x.rescaled <- rescale.variance(x)
x.rescaled