pvar (version 1.0.9)

BridgeT: Bridge transformation

Description

Transforms data by Bridge trasnformation.

Usage

BridgeT(x, normalise=TRUE)

Arguments

x

a numeric vector of data values. The length must be greater then 1 and variance greater then 0.

normalise

logical, indicating whether the vector should be normalised.

Value

• A numeric vector.

Details

Let n denotes the length ox x. For each $m \in [1,n]$ bridge transformations BridgeT is difined as $$BridgeT(m, x) = \left{ \sum_{i=1}^m x_i - \frac{m}{n} \sum_{i=1}^n x_i \right} .$$ Meanwhile, the transformation with normalisation is $$BridgeT(m, x) = \frac{1}{\sqrt{n var(x)}} \left{ \sum_{i=1}^m x_i - \frac{m}{n} \sum_{i=1}^n x_i \right} .$$

See Also

PvarBreakTest, rbridge

Examples

x = c(rnorm(250,0),rnorm(250,0.3), rnorm(250,0), rnorm(250,0.3))
Y = BridgeT(x)
Pv = pvar(Y, p = 4)
plot(Pv)

PvarBreakTest(x, FullInfo = FALSE)