lazy                 package:RTisean                 R Documentation

_N_o_n_l_i_n_e_a_r _n_o_i_s_e _r_e_d_u_c_t_i_o_n

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

     Tools for performing nonlinear noise reduction.

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

     nrlazy(series, l, x = 0, c = 1, m = 5, d = 1, i = 1, r, v)
     lazy(series, m, r, v, i = 1, l, x = 0, c = 1)

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

  series: a vector or a matrix.

       m: embedding dimension. 

       d: delay for the embedding. 

       r: neighborhood size.  

       v: neighborhood size as fraction of data standard deviation.

       i: number of iterations.

       l: number of values to be read. 

       x: number of values to be skipped.

       c: column to be read. 

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

     In 'nrlazy' each embedded point is replaced by the average vector 
     calculated in its neighborhood with a given size. In 'lazy' only
     the central component of each vector is corrected.

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

     A vector containing the filtered time series.

_R_e_f_e_r_e_n_c_e_s:

     T. Schreiber, Extremely simple nonlinear noise reduction method,
     Phys. Rev. E 47, 2401 (1993)

_S_e_e _A_l_s_o:

     'ghkss','project'

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

     ## Not run: 

     par(mfrow=c(1,2))

     n <- 5000
     dat <- henon(n)
     dat[,1] <- dat[,1] + rnorm(n)/25
     delayeddat <- embed(dat,d=2)
     filtereddat <- lazy(dat,m=5,v=0.05,c=2)
     delayedfiltdat <- embed(filtereddat,d=2)
     plot(delayeddat, cex= 0.2, cex.main=0.7, xlab="", ylab="", main = "Embedded noisy Henon attractor filtered with lazy")
     points(delayedfiltdat, cex=0.2, col=2)
     legend(-1,-0.5, c("Noisy data","Filtered data"),fill=c(1,2),bty="n",cex=0.7)

     filteredat2 <- nrlazy(dat,m=5,v=0.2)[,1]
     delayedfiltdat2 <- embed(filteredat2,d=2)
     plot(delayeddat, cex= 0.2, cex.main=0.7,xlab="", ylab="", main =  "Embedded noisy Henon attractor filtered with nrlazy")
     points(delayedfiltdat2 , cex=0.2, col=2)
     legend(-1,-0.5, c("Noisy data","Filtered data"),fill=c(1,2),bty="n",cex=0.7)

     ## End(Not run)

