/disturbhf

An R package implementing a disturbance detection and quantification algorithm for high-frequency time series data

Primary LanguageRGNU General Public License v3.0GPL-3.0

disturbhf

An R package implementing a disturbance detection and quantification algorithm for high-frequency time series data.

For worked examples and accuracy tests on simulated and empirical time series, see https://github.com/jonathan-walter/disturbhf-test-ms.