kza (version 0.9)

kzsv: Kolmogorov-Zurbenko Adaptive filter with Sample Variance.

Description

Sample variance of a Kolmogorov-Zurbenko adaptive filter.

Usage

kzsv(x, q, k=3, m=0, tol=1.0e-5)

Arguments

x

A vector of the resultant time series from kza function.

q

The half length of the window size for the filter.

k

The number of iterations to run kz and kza functions.

m

Minimum size of filtering window.

tol

The smallest value to accept as nonzero.

Examples

x <- c(rep(0,1000),rep(0.5,1000),rep(0,1000))
v <- x + rnorm(n = 3000, sd = 1.0)    # normally-distributed random variates
z <- kza(v,200,m=10)
par(mfrow=c(3,1))
plot(v,type="l")
plot(z,type="l")

s <- kzsv(z,200)
plot(s/mean(s),type="l")