BridgeT {pvar} | R Documentation |
Bridge transformation
Description
Transforms data by Bridge transformation.
Usage
BridgeT(x, normalize = TRUE)
Arguments
x |
x a numeric vector of data values. |
normalize |
|
Details
Let n
denotes the length ox x
.
For each m \in [1,n]
bridge transformations BridgeT
is defined as
BridgeT(m, x) = \left\{ \sum_{i=1}^m x_i - \frac{m}{n} \sum_{i=1}^n x_i \right\} .
Meanwhile, the transformation with normalization is
BridgeT(m, x) = \frac{1}{\sqrt{n var(x)}} \left\{ \sum_{i=1}^m x_i - \frac{m}{n} \sum_{i=1}^n x_i \right\} .
Value
A numeric vector.
See Also
Examples
x <- rnorm(1000)
Bx <- BridgeT(x, FALSE)
op <- par(mfrow=c(2,1),mar=c(4,4,2,1))
plot(cumsum(x), type="l")
plot(Bx, type="l")
par(op)
[Package pvar version 2.2.7 Index]