diff options
| -rw-r--r-- | R/preprocess.R | 44 | ||||
| -rw-r--r-- | man/detrend.Rd | 8 |
2 files changed, 30 insertions, 22 deletions
diff --git a/R/preprocess.R b/R/preprocess.R index f3df112..27180c3 100644 --- a/R/preprocess.R +++ b/R/preprocess.R @@ -2,7 +2,7 @@ #' #' Removes the offsets or linear trends in each of the input and output matrices. #' -#' @param data an object of class \code{idframe} +#' @param x an object of class \code{idframe} #' @param type trend type - "constant" or "linear". (Default: \code{"constant"}) #' #' @return @@ -10,9 +10,9 @@ #' #' \tabular{ll}{ #' \code{fitted.values} \tab \code{idframe} object with detrended variables \cr -#' \code{output.trend} \tab \code{list} containing trend fits for each output +#' \code{output_trend} \tab \code{list} containing trend fits for each output #' variable \cr -#' \code{input.trend} \tab \code{list} containing trend fits for each input +#' \code{input_trend} \tab \code{list} containing trend fits for each input #' variable #' } #' @@ -26,13 +26,13 @@ #' #' @seealso \code{\link{predict.detrend}}, \code{\link[stats]{lm}} #' @export -detrend <- function(data,type=c("constant","linear")[1]){ +detrend <- function(x,type=c("constant","linear")[1]){ if(!(type %in% c("constant","linear"))){ stop("Error: Invalid trend type") } - reg <- time(data) + reg <- time(x) if(type=="linear"){ formula <- X ~ reg @@ -40,24 +40,32 @@ detrend <- function(data,type=c("constant","linear")[1]){ formula <- X ~ 1 + offset(0*reg) } - data_detrend <- data - out <- outputData(data);output_trend <- list() - for(i in 1:ncol(out)){ - output_trend[[i]] <- lm(formula,data=data.frame(X=out[,i],reg=reg)) - out[,i] <- fitted(output_trend[[i]]) + # Return Variables + Z <- data # Detrended object + output_trend <- NULL # object containing the output trend fits/offsets + input_trend <- NULL # object containing the input trend fits/offsets + + # Function which performs linear regression across every column + multilm <- function(x,formula,reg){ + l <- lapply(as.list(x),function(x) data.frame(X=x,reg=reg)) + trend <- lapply(l,function(x) lm(formula,data=x)) + trend } - input <- inputData(data);input_trend <- list() + if(nOutputSeries(x)!=0){ + output_trend <- multilm(outputData(x),formula,reg) + outputData(Z) <- ts(sapply(output_trend,resid),start=reg[1], + end=tail(reg,n=1),deltat=deltat(x)) + } - for(i in 1:ncol(input)){ - input_trend[[i]] <- lm(formula,data=data.frame(X=input[,i],reg=reg)) - input[,i] <- fitted(input_trend[[i]]) + if(nInputSeries(x)!=0){ + input_trend <- multilm(inputData(x),formula,reg) + inputData(Z) <- ts(sapply(input_trend,resid),start=reg[1], + end=tail(reg,n=1),deltat=deltat(x)) } - data_detrend$output <- outputData(data) - out;data_detrend$input <- inputData(data) - input - - est <- list(fitted.values=data_detrend,output.trend = output_trend, - input.trend = input_trend) + est <- list(fitted.values=data_detrend,output_trend = output_trend, + input_trend = input_trend) class(est) <- "detrend" return(est) diff --git a/man/detrend.Rd b/man/detrend.Rd index d517b49..3f4faa4 100644 --- a/man/detrend.Rd +++ b/man/detrend.Rd @@ -4,10 +4,10 @@ \alias{detrend} \title{Remove offsets and linear trends} \usage{ -detrend(data, type = c("constant", "linear")[1]) +detrend(x, type = c("constant", "linear")[1]) } \arguments{ -\item{data}{an object of class \code{idframe}} +\item{x}{an object of class \code{idframe}} \item{type}{trend type - "constant" or "linear". (Default: \code{"constant"})} } @@ -16,9 +16,9 @@ A list containing the following elements \tabular{ll}{ \code{fitted.values} \tab \code{idframe} object with detrended variables \cr - \code{output.trend} \tab \code{list} containing trend fits for each output + \code{output_trend} \tab \code{list} containing trend fits for each output variable \cr - \code{input.trend} \tab \code{list} containing trend fits for each input + \code{input_trend} \tab \code{list} containing trend fits for each input variable } } |