tswge (version 2.1.0)

trans.to.dual.wge: Transforms TVF data set to a dual data set

Description

Using the specified values for lambda and offset, this function transforms a TVF data set to a dual data set based on a Glambda time transformation.

Usage

trans.to.dual.wge(x, lambda, offset = 60, h = 0, plot = TRUE)

Value

intX

See intY description

intY

The input realization x is of length n, and the values of x are available at the time points t= 1 to n. The values intY are n interpolated values of the original time series at the values of intX in the original time scale. The dual data set is obtained by associating the n values of intY with t = 1 to n respectively

h

The output value of the scaling parameter that assures that the dual realization and the original realization are of the same length

Arguments

x

The TVF data set

lambda

The value of lambda in the Glambda time transformation

offset

The value of offset in the Glambda time transformation

h

Scaling variable, initialized at zero, which assures that the dual data set has the same number of points as the original TVF data set

plot

Logical: TRUE=plot, FALSE=no plot

Author

Wayne Woodward

References

Applied Time Series Analysis with R, second edition by Woodward, Gray, and Elliott

Examples

data(fig13.2c)
                   y=trans.to.dual.wge(x=fig13.2c,lambda=-.4,offset=63)