R: Calculate running linear models

runlm {oce} | R Documentation

## Calculate running linear models

### Description

The linear model is calculated from the slope of a localized least-squares regression model y=y(x). The localization is defined by the x difference from the point in question, with data at distance exceeding L/2 being ignored. With a `boxcar` window, all data within the local domain are treated equally, while with a `hanning` window, a raised-cosine weighting function is used; the latter produces smoother derivatives, which can be useful for noisy data. The function is based on internal calculation, not on `lm`.

### Usage

    runlm(x, y, xout, window = c("hanning", "boxcar"), L, deriv)

### Arguments

`x` | a vector holding x values.
`y` | a vector holding y values.
`xout` | optional vector of x values at which the derivative is to be found. If not provided, `x` is used.
`window` | type of weighting function used to weight data within the window; see ‘Details’.
`L` | width of running window, in x units. If not provided, a reasonable default will be used.
`deriv` | an optional indicator of the desired return value; see ‘Examples’.

### Value

If `deriv` is not specified, a list containing vectors of output values `y` and `y`, derivative (`dydx`), along with the scalar length scale `L`. If `deriv=0`, a vector of values is returned, and if `deriv=1`, a vector of derivatives is returned.

### Author(s)

Dan Kelley

### Examples

    library(oce)

    # Case 1: smooth a noisy signal
    x <- 1:100
    y <- 1 + x/100 + sin(x/5)
    yn <- y + rnorm(100, sd=0.1)
    L <- 4
    calc <- runlm(x, y, L=L)
    plot(x, y, type='l', lwd=7, col='gray')
    points(x, yn, pch=20, col='blue')
    lines(x, calc$y, lwd=2, col='red')

    # Case 2: square of buoyancy frequency
    data(ctd)
    par(mfrow=c(1,1))
    plot(ctd, which="N2")
    rho <- swRho(ctd)
    z <- swZ(ctd)
    zz <- seq(min(z), max(z), 0.1)
    N2 <- -9.8 / mean(rho) * runlm(z, rho, zz, deriv=1)
    lines(N2, -zz, col='red')
    legend("bottomright", lwd=2, bg="white",
           col=c("black", "red"),
           legend=c("swN2()", "using runlm()"))

[Package oce version 0.9-20 Index]