trans.to.original.wge {tswge}

Transforms dual data set back to original time scale

Description

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

Usage

trans.to.original.wge(xd, lambda, offset, h, plot = TRUE)

Arguments

xd

The dual 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 obtained as output from transform.to.dual.wge that assures that the dual data set has the same number of points as the origuinal TVF data set

plot

Logical: TRUE=plot, FALSE=no plot

Value

Returns the y values to be plotted at time points t=1 to n that approximate the original TVF data set

Author(s)

Wayne Woodward

References

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

Examples

data(fig13.2c)
                   yd=trans.to.dual.wge(fig13.2c,lambda=-.4,offset=63)
                   yo=trans.to.original.wge(yd$intY,lambda=-.4,offset=63,h=yd$h)