Remove Linear Trends
Removes the mean value or (piecewise) linear trend from a vector or from each column of a matrix.
detrend(x, tt = 'linear', bp = c())
x |
vector or matrix, columns considered as the time series. |
tt |
trend type, ‘constant’ or ‘linear’, default is ‘linear’. |
bp |
break points, indices between 1 and |
detrend computes the least-squares fit of a straight line (or
composite line for piecewise linear trends) to the data and subtracts the
resulting function from the data.
To obtain the equation of the straight-line fit, use polyfit.
removes the mean or (piecewise) linear trend from x and returns it
in y=detrend(x), that is x-y is the linear trend.
Detrending is often used for FFT processing.
t <- 1:9 x <- c(0, 2, 0, 4, 4, 4, 0, 2, 0) x - detrend(x, 'constant') x - detrend(x, 'linear') y <- detrend(x, 'linear', 5) ## Not run: plot(t, x, col="blue") lines(t, x - y, col="red") grid() ## End(Not run)
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