Quantify the smoothness of a vector

Usage

smoothness(x, method = "cor", lag = 1, iterations = NULL, ...)

Arguments

x: Numeric vector (similar to a time series).
method: Can be "diff" (the standard deviation of the standardized differences) or "cor" (default, lag-one autocorrelation).
lag: An integer indicating which lag to use. If less than 1, will be interpreted as expressed in percentage of the length of the vector.
iterations: The number of bootstrap replicates for computing standard errors. If NULL (default), parametric standard errors are computed.
...: Arguments passed to or from other methods.

Value

Value of smoothness.

References

https://stats.stackexchange.com/questions/24607/how-to-measure-smoothness-of-a-time-series-in-r

Examples

x <- (-10:10)^3 + rnorm(21, 0, 100)
plot(x)

smoothness(x, method = "cor")
#> [1] 0.9291692
#> attr(,"class")
#> [1] "parameters_smoothness" "numeric"              
smoothness(x, method = "diff")
#> [1] 1.584401
#> attr(,"class")
#> [1] "parameters_smoothness" "numeric"