trans.to.dual.wge {tswge}

Transforms TVF data set to a dual data set

Description

Using the specified values for lambda and offset, this function transforms a TVF data set to a dual data set based on a Glambda time transformation.

Usage

trans.to.dual.wge(x, lambda, offset = 60, h = 0, plot = TRUE)

Arguments

x

The TVF data set

lambda

The value of lambda in the Glambda time transformation

offset

The value of offset in the Glambda time transformation

h

Scaling variable, initialized at zero, which assures that the dual data set has the same number of points as the original TVF data set

plot

Logical: TRUE=plot, FALSE=no plot

Value

intX

See intY description

intY

The input realization x is of length n, and the values of x are available at the time points t= 1 to n. The values intY are n interpolated values of the original time series at the values of intX in the original time scale. The dual data set is obtained by associating the n values of intY with t = 1 to n respectively

h

The output value of the scaling parameter that assures that the dual realization and the original realization are of the same length

Author(s)

Wayne Woodward

References

Applied Time Series Analysis with R, second edition by Woodward, Gray, and Elliott

Examples

data(fig13.2c)
                   y=trans.to.dual.wge(x=fig13.2c,lambda=-.4,offset=63)