# NOT RUN {
## trend model
x <- rep(0, 400)
x[101:200] <- 1
x[201:300] <- -1
y <- x + rnorm(400, mean = 0, sd = 1.0)
# system noise density : Gaussian (normal)
s1 <- ngsmth(y, noisev = 1, tau2 = 1.4e-02, noisew = 2, sigma2 = 1.048)
plot(s1, "smt", theta = 20, phi = 60, expand = 0.3)
# system noise density : Pearson family
s2 <- ngsmth(y, noisev = 2, tau2 = 2.11e-10, bv = 0.6, noisew = 2,
sigma2 = 1.042)
plot(s2, "smt", theta = 25, phi = 30, expand = 0.25)
## seismic data
data(MYE1F)
n <- length(MYE1F)
yy <- rep(0, n)
for (i in 2:n) yy[i] <- MYE1F[i] - 0.5 * MYE1F[i-1]
m <- seq(1, n, by = 2)
y <- yy[m]
z <- tvvar(y, trend.order = 2, tau2.ini = 4.909e-02, delta = 1.0e-06)
# system noise density : Gaussian (normal)
s3 <- ngsmth(z$sm, noisev = 1, tau2 = z$tau2, noisew = 2, sigma2 = pi*pi/6,
k = 190)
plot(s3, "smt", phi = 50, expand = 0.5, col = 8)
# }
Run the code above in your browser using DataCamp Workspace