https://github.com/cran/ftsa
Tip revision: 7621951a183186ccd8706e35121ccdc4dbfddd1a authored by Shang H on 10 December 2014, 07:56:05 UTC
version 4.1
version 4.1
Tip revision: 7621951
quantile.outliers.pond.R
`quantile.outliers.pond` <- function(data, dfunc = depth.mode, nb = 200, suav = 0.05,...)
{
functions = t(data$y)
n <- dim(functions)[1]
m <- dim(functions)[2]
if(is.null(n) && is.null(m))
stop("I do not have a matrix")
d = dfunc(data,...)$prof
cuantiles <- numeric(nb)
vv = var(functions)
pr = d/sum(d)
for(i in 1:nb){
bsample <- functions[sample(1:n, size = n, replace = T, prob = pr),]
if(suav>0){
bsample <- bsample + mvrnorm(n = n, rep(0, m), vv * suav)
}
bsample = fts(1:dim(bsample)[1], bsample)
d = dfunc(bsample,...)$prof
cuantiles[i] <- quantile(d, probs = 0.01, type = 8)
}
return(cuantiles)
}