add_anomaly {tsaux} | R Documentation |
Anomaly Component
Description
Anomaly Component
Usage
add_anomaly(x, ...)
## S3 method for class 'issm.component'
add_anomaly(x, time = NULL, delta = 0, ratio = 0.5, ...)
Arguments
x |
an object of class issm.component or other supported class. |
... |
additional parameters. |
time |
the numeric index of when the anomaly occurs. If NULL, a random time will be chosen. |
delta |
the autoregressive component determining the type of anomaly. A value of zero results in an additive outlier, a value of 1 in a level shift and anything in between a temporary change with a half life of -log(2)/log(delta). |
ratio |
the anomaly to series ratio at the time it occurs. For instance, a value of 1 means that the anomaly will jump by 100 percent compared to the data series. |
Value
An object of class issm.component updated with the anomaly component.
[Package tsaux version 1.0.0 Index]