RS {tsapp} | R Documentation |
RS
rescaled adjusted range statistic
Description
RS
rescaled adjusted range statistic
Usage
RS(x, k)
Arguments
x |
univariate time series |
k |
length of the segments for which the statistic is computed. Starting with t=1, the segments do not overlap. |
Value
(l,3)-matrix, 1. column: k, second column: starting time of segment, third column: value of RS statistic.
Examples
data(TREMOR)
R <- RS(TREMOR,10)
[Package tsapp version 1.0.4 Index]