kza (version 2.03)

kzsv: Kolmogorov-Zurbenko Adaptive filter with Sample Variance.

Description

Sample variance of a Kolmogorov-Zurbenko adaptive filter. You want a sigma of at least 3.

Usage

kzsv(object)

Arguments

object

The resultant object from kza function.

Examples

x <- c(rep(0,4000),rep(0.5,2000),rep(0,4000))
noise <- rnorm(n = 10000, sd = 1.0) # normally-distributed random variates
v <- x + noise
a<-kza(v, m=1000, k=3)
sv<-kzsv(a)