mssd: Find von Neuman's Mean Square of Successive Differences

Description

Von Neuman et al. (1941) discussed the Mean Square of Successive Differences as a measure of variability that takes into account gradual shifts in mean. This is appropriate when studying errors in ballistics or variability and stability in mood when studying affect. For random data, this will be twice the variance, but for data with a sequential order and a positive autocorrelation, this will be much smaller. This is just an application of the diff an ny functions

Usage

mssd(x,group=NULL, lag = 1,na.rm=TRUE)
rmssd(x,group=NULL, lag=1, na.rm=TRUE)

Arguments

a vector, data.frame or matrix

lag

the lag to use when finding diff

group

A column of the x data.frame to be used for grouping

na.rm

Should missing data be removed?

Value

The variance (mssd) or standard deviation (rmssd) of the lagged differences.

Details

When examining multiple measures within subjects, it is sometimes useful to consider the variability of trial by trial observations in addition to the over all between trial variation. The Mean Square of Successive Differences (mssd) and root mean square of successive differences (rmssd) find the variance or standard deviation of the trial to trial differences.

$\sigma^2 = \Sigma(x_i - x_{i+1})^2 /(n-1)$

In the case of multiple subjects (groups) with multiple observations per subject (group), specify the grouping variable will produce output for each group.

Similar functions are available in the matrixStats package. This is just the variance and standard deviation applied to the result from the diff function.

References

Von Neumann, J., Kent, R., Bellinson, H., and Hart, B. (1941). The mean square successive difference. The Annals of Mathematical Statistics, pages 153-162.

Examples

Run this code

t <- seq(-pi, pi, .1)
trial <- 1: length(t)
gr <- trial %% 8 
c <- cos(t)
ts <- sample(t,length(t))
cs <- cos(ts)
x.df <- data.frame(trial,gr,t,c,ts,cs)
rmssd(x.df)
rmssd(x.df,gr)
describe(x.df)
#pairs.panels(x.df)

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