psi_cumsum {robcp} | R Documentation |
Cumulative sum of transformed vectors
Description
Computes the cumulative sum of a transformed numeric vector or matrix. Transformation function is psi
.
Usage
psi_cumsum(y, fun = "HLm", k, constant)
Arguments
y |
numeric vector containing a single time series or a numeric matrix containing multiple time series (column-wise). |
fun |
character string specifying the transformation function |
k |
numeric bound used in |
constant |
scale factor of the MAD. Default is 1.4826. |
Details
Prior to computing the sums, y is being transformed by the function fun
.
Value
Numeric vector or matrix containing the cumulative sums of the transformed values. In case of a matrix, cumulative sums are being computed for each time series (column) independently.
Author(s)
Sheila Görz
See Also
psi
.
Examples
psi_cumsum(rnorm(100))
[Package robcp version 0.3.9 Index]