series_double {RecordTest} | R Documentation |
Double the Number of Series
Description
This function changes the format of a matrix transforming a
T \times M
matrix in a
\lfloor T/\code{k} \rfloor \times \code{k}\,M
matrix in the
following way.
First, the matrix is divided into k
matrices
\lfloor T/\code{k} \rfloor \times M
, containing the rows whose
remainder of the division of the row number by k
is
1,2,\ldots,\code{k}-1,0
, respectively;
and secondly those matrices are cbind
ed.
Usage
series_double(X, k = 2)
Arguments
X |
A numeric vector, matrix (or data frame). |
k |
Integer |
Details
This function is used in the data preparation (or pre-processing) often required to apply the exploratory and inference tools based on theory of records within this package.
Most of the record inference tools require a high number of independent
series M
(number of columns) to be applied.
If M
is low and the time period of observation, T
, is high
enough, the following procedure can be applied in order to multiply by
k
the value M
.
The approach consists of considering that the observations at two
(or more) consecutive times, t
and t+1
(or t+\code{k}-1
),
are independent observations measured at the same time unit.
That means that we are doubling (or multiplying by k
) the original
time unit of the records, so that the length of the observation period
will be \lfloor T/\code{k} \rfloor
.
This function rearranges the original data matrix into the new format.
If the number of rows of the original matrix is not divisible by k
,
the first nrow(X) %% k
rows are deleted.
Value
A \lfloor T/\code{k} \rfloor \times \code{k}\,M
matrix.
Author(s)
Jorge Castillo-Mateo
See Also
series_record
, series_rev
,
series_split
, series_ties
series_uncor
, series_untie
Examples
series_double(matrix(1:100, 10, 10))
series_double(ZaragozaSeries, k = 4)