endtoend               package:RTisean               R Documentation

_E_n_d-_t_o-_e_n_d _m_i_s_m_a_t_c_h _o_f _a _t_i_m_e _s_e_r_i_e_s

_D_e_s_c_r_i_p_t_i_o_n:

     Determines the effect of an end-to-end mismatch on the
     autocorrelation structure for various sub-sequence lengths.

_U_s_a_g_e:

     endtoend(series, l, x = 0, m, c = 1)

_A_r_g_u_m_e_n_t_s:

  series: a vector or a matrix. 

       l: number of data to use. 

       x: number of lines to be ignored. 

       m: number of columns to be read.

       c: column to be read. 

_D_e_t_a_i_l_s:

     The sub-sequence length is decreased, only considering lengths 
     which can be factorized with factors 2, 3 and 5. In the
     multivariate case,  the mismatches is computed for each channel
     seperately and then averaged.

_V_a_l_u_e:

     A list of as many named vectors as the number of sub-sequences
     considered, each composed by: 

  length: The length of the sub-sequence.

  offset: The optimal offset.

    lost: Percentage of removed points over the total number of points. 

    jump: The contribution of the mismatch to the total power in the
          sub-sequence.

    slip: The contribution of the mismatch in the first derivative.

weighted: The weighted averaged mismatch.

_E_x_a_m_p_l_e_s:

     ## Not run: 

     dat <- henon(1000)
     mismatch <- endtoend(dat,m=2)

     ## End(Not run)

