detrend {pracma} | R Documentation |
Remove Linear Trends
Description
Removes the mean value or (piecewise) linear trend from a vector or from each column of a matrix.
Usage
detrend(x, tt = 'linear', bp = c())
Arguments
x |
vector or matrix, columns considered as the time series. |
tt |
trend type, ‘constant’ or ‘linear’, default is ‘linear’. |
bp |
break points, indices between 1 and |
Details
detrend
computes the least-squares fit of a straight line (or
composite line for piecewise linear trends) to the data and subtracts the
resulting function from the data.
To obtain the equation of the straight-line fit, use polyfit
.
Value
removes the mean or (piecewise) linear trend from x
and returns it
in y=detrend(x)
, that is x-y
is the linear trend.
Note
Detrending is often used for FFT processing.
See Also
Examples
t <- 1:9
x <- c(0, 2, 0, 4, 4, 4, 0, 2, 0)
x - detrend(x, 'constant')
x - detrend(x, 'linear')
y <- detrend(x, 'linear', 5)
## Not run:
plot(t, x, col="blue")
lines(t, x - y, col="red")
grid()
## End(Not run)
[Package pracma version 2.4.4 Index]