kzf                   package:kza                   R Documentation

_K_o_l_m_o_g_o_r_o_v-_Z_u_r_b_e_n_k_o _a_d_a_p_t_i_v_e _f_i_l_t_e_r

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

     kzf determines Kolmogorov-Zurbenko adpative filter. The adaptive
     filter is used by kzsv for sample variance.

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

     kzf(v, q, d, k =3)

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

       v: A vector of the time series

       q: The half length of the window size for the filter

       d: adaptive filter

       k: Number of iterations, default = 3

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

     x <- c(rep(0,1000),rep(0.5,1000),rep(0,1000))
     set.seed(1)

     v <- x + rnorm(n = 3000, sd = 1.0)    # normally-distributed random variates

     z <- kza(v,100)
     z <- z[[1]]

     d <- rep(0,3000)
     f <- kzf(v,100,d)
     f <- f[[5]]

     s <- kzsv(z,100,f)
     plot(s[[1]],type="l")

