diff options
| -rw-r--r-- | R/preprocess.R | 24 |
1 files changed, 16 insertions, 8 deletions
diff --git a/R/preprocess.R b/R/preprocess.R index ad9df75..56c8852 100644 --- a/R/preprocess.R +++ b/R/preprocess.R @@ -25,24 +25,32 @@ #' @seealso \code{\link{predict.detrend}}, \code{\link[stats]{lm}} #' @export detrend <- function(x,type=0){ - z <- x reg <- time(x) if(class(type)=="trendInfo"){ - + if(nOutputSeries(x)!=0){ + fit <- type$OutputOffset + type$OutputSlope* + matrix(rep(reg,nOutputSeries(x)),ncol=nOutputSeries(x)) + z$output <- x$output-fit + } + if(nInputSeries(x)!=0){ + fit <- type$InputOffset + type$InputSlope* + matrix(rep(reg,nInputSeries(x)),ncol=nInputSeries(x)) + z$input <- x$input-fit + } tinfo <- type } else if(type == 0){ tinfo <- trendInfo() if(nOutputSeries(x)!=0){ outputData(z) <- apply(outputData(x),2,scale,T,F) tinfo$OutputOffset <- colMeans(z$output) - tinfo$OutputSlope <- t(rep(0,nOutputSeries(x))) + tinfo$OutputSlope <- rep(0,nOutputSeries(x)) } if(nInputSeries(x)!=0){ inputData(z) <- apply(inputData(x),2,scale,T,F) tinfo$InputOffset <- colMeans(z$input) - tinfo$InputSlope <- t(rep(0,nInputSeries(x))) + tinfo$InputSlope <- rep(0,nInputSeries(x)) } } else if(type==1){ formula <- X ~ reg @@ -60,8 +68,8 @@ detrend <- function(x,type=0){ outputData(z) <- ts(sapply(output_trend,resid),start=reg[1], end=tail(reg,n=1),deltat=deltat(x)) out_coefs <- sapply(output_trend,coef) - tinfo$OutputOffset <- out_coefs[1,,drop=F] - tinfo$OutputSlope <- out_coefs[2,,drop=F] + tinfo$OutputOffset <- out_coefs[1,] + tinfo$OutputSlope <- out_coefs[2,] } if(nInputSeries(x)!=0){ @@ -69,8 +77,8 @@ detrend <- function(x,type=0){ inputData(z) <- ts(sapply(input_trend,resid),start=reg[1], end=tail(reg,n=1),deltat=deltat(x)) in_coefs <- sapply(input_trend,coef) - tinfo$InputOffset <- in_coefs[1,,drop=F] - tinfo$InputSlope <- in_coefs[2,,drop=F] + tinfo$InputOffset <- in_coefs[1,] + tinfo$InputSlope <- in_coefs[2,] } } else{ stop("Error: Invalid trend type") |