Detrends y by subtracting a linear trend in x, to create a vector that is zero for its first and last finite value. If the second parameter (y) is missing, then x is taken to be y, and a new x is constructed with seq_along(). Any NA values are left as-is.

detrend(x, y)

Arguments

x

a vector of numerical values. If y is not given, then x is taken for y.

y

an optional vector

Value

A list containing Y, the detrended version of y, and the intercept a and slope b of the linear function of x that is subtracted from y to yield Y.

Details

A common application is to bring the end points of a time series down to zero, prior to applying a digital filter. (See examples.)

Examples

x <- seq(0, 0.9 * pi, length.out=50) y <- sin(x) y[1] <- NA y[10] <- NA plot(x, y, ylim=c(0, 1))
d <- detrend(x, y) points(x, d$Y, pch=20)
abline(d$a, d$b, col='blue')
abline(h=0)
points(x, d$Y + d$a + d$b * x, col='blue', pch='+')