nscosinor.initial {season}

Initial Values for Non-stationary Cosinor

Description

Creates initial values for the non-stationary cosinor decomposition nscosinor. For internal use only.

Arguments

data

a data frame.

response

response variable.

tau

vector of smoothing parameters, tau[1] for trend, tau[2] for 1st seasonal parameter, tau[3] for 2nd seasonal parameter, etc. Larger values of tau allow more change between observations and hence a greater potential flexibility in the trend and season.

lambda

distance between observations (lambda=1/12 for monthly data, default).

n.season

number of seasons.

Author(s)

Adrian Barnett [e-mail]