tsdataleaks (version 2.1.1)

reason_dataleaks: Correlation calculation based on rolling window with overlapping observations.

Description

Correlation calculation based on rolling window with overlapping observations.

Correlation calculation based on rolling window with overlapping observations.

Usage

reason_dataleaks(lstx, finddataleaksout, h, ang = 0)
reason_dataleaks(lstx, finddataleaksout, h, ang = 0)

Value

matrix visualizing the output

matrix visualizing the output

Arguments

lstx

list of time series

finddataleaksout

list, the output generated from find_dataleaks function

h

length of the window size

ang

angle at which the tick and axis labels should be displayed (default 0)

Examples

a = rnorm(15)
lst <- list(
 a = a,
 b = c(a[10:15], rnorm(10), a[1:5]+10, a[1:5]),
 c = c(rnorm(10), a[1:5])
)
f1 <- find_dataleaks(lst, h=5)
reason_dataleaks(lst, f1, h=5)

# List without naming elements
lst <- list(
 a,
 c(rnorm(10), a[1:5], a[1:5]),
 rnorm(10)
)
f2 <- find_dataleaks(lst, h=5)
reason_dataleaks(lst, f2, h=5)
a = rnorm(15)
lst <- list(
 a = a,
 b = c(a[10:15], rnorm(10), a[1:5], a[1:5]),
 c = c(rnorm(10), a[1:5])
)
f1 <- find_dataleaks(lst, h=5)
reason_dataleaks(lst, f1, h=5)