avertime {heR.Misc}R Documentation

Time Series Statistics for Increasing Averaging Times

Description

A function to conveniently calculate raw group averages or overall statistics from a time series using incrementally increasing averaging times (i.e., number of grouped observations), returning the results as a data frame

Usage

avertime(x, n=10, FUN=var, return.raw=FALSE)

Arguments

x a time series object
n the maximum number of observations to group together (i.e., average)
FUN the function that produces the final overall statistic for each averaging time, i.e., the statistic applied to the group averages
return.raw whether to return a dataframe containing one row per averaging time, which contains the overall statistic (returned by FUN) across all groups for each averaging time (the default), or to return a dataframe of the raw average values for each group.

Details

When return.raw=TRUE, raw group averages are returned for each averaging time (i.e., the number of grouped observations). When return.raw=FALSE, the function calculates the statistic across the raw group average values using FUN, as well as the theoretical group variance assuming zero autocorrelation.

Group averages are calculated starting with the original time series (with a given number of observations per unit time, i.e., its frequency) and ending with n grouped observations, i.e., the number of grouped observations ranges from 1 to n.

This function assumes x is a regularly-spaced time series.

The aggregate function, which is used to calculate group averages for different averaging times, only returns results for complete groups of a given length (i.e., lengths between 1 and n elements long)

Value

If return.raw==TRUE, the function returns a dataframe object containing columns for the raw group averages for each averaging time (averages), the number of original observations in each group (avertime; i.e., the averaging time in units equal to the interval between each original observation), and the number of group averages in each group (N). If return.raw=FALSE, the default, then each row of the dataframe contains the same variables, except the overall statistic (stat) for each averaging time replaces the raw group averages, and an additional column contains the theoretical variance (var.N).

Author(s)

Neil E. Klepeis
NK@ExposureScience.Org


[Package heR.Misc version 0.0.4 Index]