gen.input {hdbinseg} | R Documentation |
Generating Haar wavelet transformation of time series
Description
Generate Haar wavelet transformation of time series containing information about possible change-points in the second-order structure of time series
Usage
gen.input(x, scales, sq, diag, sgn = NULL)
Arguments
x |
input data matrix, with each row representing the component time series |
scales |
negative integers for wavelet scales, with a small negative integer representing a fine scale |
sq |
if |
diag |
if |
sgn |
if |
Value
matrix of the square root of scaled Haar wavelet periodograms of x
[Package hdbinseg version 1.0.2 Index]