reason_dataleaks {tsdataleaks}R Documentation

Correlation calculation based on rolling window with overlapping observations.

Description

Correlation calculation based on rolling window with overlapping observations.

Correlation calculation based on rolling window with overlapping observations.

Usage

reason_dataleaks(lstx, finddataleaksout, h, ang = 0)

reason_dataleaks(lstx, finddataleaksout, h, ang = 0)

Arguments

lstx

list of time series

finddataleaksout

list, the output generated from find_dataleaks function

h

length of the window size

ang

angle at which the tick and axis labels should be displayed (default 0)

Value

matrix visualizing the output

matrix visualizing the output

Examples

a = rnorm(15)
lst <- list(
 a = a,
 b = c(a[10:15], rnorm(10), a[1:5]+10, a[1:5]),
 c = c(rnorm(10), a[1:5])
)
f1 <- find_dataleaks(lst, h=5)
reason_dataleaks(lst, f1, h=5)

# List without naming elements
lst <- list(
 a,
 c(rnorm(10), a[1:5], a[1:5]),
 rnorm(10)
)
f2 <- find_dataleaks(lst, h=5)
reason_dataleaks(lst, f2, h=5)
a = rnorm(15)
lst <- list(
 a = a,
 b = c(a[10:15], rnorm(10), a[1:5], a[1:5]),
 c = c(rnorm(10), a[1:5])
)
f1 <- find_dataleaks(lst, h=5)
reason_dataleaks(lst, f1, h=5)

[Package tsdataleaks version 2.1.1 Index]