tswge (version 2.1.0)

trans.to.original.wge: Transforms dual data set back to original time scale

Description

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

Usage

trans.to.original.wge(xd, lambda, offset, h, plot = TRUE)

Value

Returns the y values to be plotted at time points t=1 to n that approximate the original TVF data set

Arguments

xd

The dual 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 obtained as output from transform.to.dual.wge that assures that the dual data set has the same number of points as the origuinal 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)
                   yd=trans.to.dual.wge(fig13.2c,lambda=-.4,offset=63)
                   yo=trans.to.original.wge(yd$intY,lambda=-.4,offset=63,h=yd$h)