Piecewise Demean — piecewise

Demean relative to the break point(s) provided in 'breaks'. The values in 'breaks' are assumed to be in ascending order.

Usage

piecewise_demean(y, breaks = c())

Arguments

y: Numeric vector, a time series, eg of class ts
breaks: Numeric vector, break points in observation indices, default c() includes no breaks, then full sample mean is used instead

Value

Numeric vector, of length(y)

Examples

data(usdata)
piecewise_demean(usdata$GDPC1, breaks=c(100,200))
#>               [,1]
#>   [1,] -1295.58500
#>   [2,] -1297.78500
#>   [3,] -1299.78500
#>   [4,] -1269.38500
#>   [5,] -1240.58500
#>   [6,] -1208.18500
#>   [7,] -1196.88500
#>   [8,] -1194.78500
#>   [9,] -1222.58500
#>  [10,] -1229.28500
#>  [11,] -1207.28500
#>  [12,] -1225.38500
#>  [13,] -1145.48500
#>  [14,] -1082.48500
#>  [15,]  -999.68500
#>  [16,]  -956.68500
#>  [17,]  -925.58500
#>  [18,]  -885.58500
#>  [19,]  -837.28500
#>  [20,]  -831.98500
#>  [21,]  -806.58500
#>  [22,]  -801.58500
#>  [23,]  -783.98500
#>  [24,]  -703.68500
#>  [25,]  -656.68500
#>  [26,]  -636.58500
#>  [27,]  -651.18500
#>  [28,]  -690.28500
#>  [29,]  -702.08500
#>  [30,]  -699.38500
#>  [31,]  -670.68500
#>  [32,]  -620.78500
#>  [33,]  -546.28500
#>  [34,]  -502.58500
#>  [35,]  -465.98500
#>  [36,]  -449.28500
#>  [37,]  -460.08500
#>  [38,]  -437.18500
#>  [39,]  -439.48500
#>  [40,]  -393.88500
#>  [41,]  -375.58500
#>  [42,]  -381.88500
#>  [43,]  -354.18500
#>  [44,]  -383.68500
#>  [45,]  -457.38500
#>  [46,]  -439.18500
#>  [47,]  -374.58500
#>  [48,]  -307.78500
#>  [49,]  -253.48500
#>  [50,]  -181.08500
#>  [51,]  -186.98500
#>  [52,]  -174.98500
#>  [53,]  -106.88500
#>  [54,]  -118.78500
#>  [55,]  -110.98500
#>  [56,]  -148.78500
#>  [57,]  -127.78500
#>  [58,]   -70.18500
#>  [59,]   -17.48500
#>  [60,]    47.61500
#>  [61,]   106.71500
#>  [62,]   142.61500
#>  [63,]   174.71500
#>  [64,]   187.91500
#>  [65,]   226.01500
#>  [66,]   271.01500
#>  [67,]   339.41500
#>  [68,]   364.91500
#>  [69,]   442.61500
#>  [70,]   486.31500
#>  [71,]   536.81500
#>  [72,]   550.11500
#>  [73,]   643.41500
#>  [74,]   696.31500
#>  [75,]   776.11500
#>  [76,]   870.51500
#>  [77,]   971.81500
#>  [78,]   989.01500
#>  [79,]  1019.11500
#>  [80,]  1055.51500
#>  [81,]  1094.81500
#>  [82,]  1098.61500
#>  [83,]  1136.01500
#>  [84,]  1171.11500
#>  [85,]  1260.51500
#>  [86,]  1336.31500
#>  [87,]  1369.21500
#>  [88,]  1389.71500
#>  [89,]  1461.51500
#>  [90,]  1476.61500
#>  [91,]  1506.01500
#>  [92,]  1485.41500
#>  [93,]  1477.01500
#>  [94,]  1485.31500
#>  [95,]  1527.11500
#>  [96,]  1478.21500
#>  [97,]  1604.21500
#>  [98,]  1631.81500
#>  [99,]  1669.91500
#> [100,]  1684.21500
#> [101,] -2497.68300
#> [102,] -2381.78300
#> [103,] -2334.68300
#> [104,] -2248.88300
#> [105,] -2119.58300
#> [106,] -2058.58300
#> [107,] -2088.18300
#> [108,] -2037.68300
#> [109,] -2083.08300
#> [110,] -2068.78300
#> [111,] -2121.38300
#> [112,] -2142.88300
#> [113,] -2207.68300
#> [114,] -2166.88300
#> [115,] -2078.68300
#> [116,] -2005.68300
#> [117,] -1881.58300
#> [118,] -1839.08300
#> [119,] -1810.28300
#> [120,] -1767.58300
#> [121,] -1700.88300
#> [122,] -1587.08300
#> [123,] -1482.48300
#> [124,] -1481.88300
#> [125,] -1460.88300
#> [126,] -1226.08300
#> [127,] -1164.78300
#> [128,] -1079.78300
#> [129,] -1067.08300
#> [130,] -1059.28300
#> [131,] -1012.98300
#> [132,]  -996.18300
#> [133,]  -975.18300
#> [134,] -1107.48300
#> [135,] -1117.18300
#> [136,]  -998.88300
#> [137,]  -864.38300
#> [138,]  -912.78300
#> [139,]  -837.18300
#> [140,]  -914.98300
#> [141,] -1025.08300
#> [142,]  -989.88300
#> [143,] -1013.28300
#> [144,] -1006.98300
#> [145,]  -921.88300
#> [146,]  -771.78300
#> [147,]  -640.08300
#> [148,]  -498.58300
#> [149,]  -359.48300
#> [150,]  -234.08300
#> [151,]  -162.58300
#> [152,]  -104.08300
#> [153,]   -30.58300
#> [154,]    37.81700
#> [155,]   155.11700
#> [156,]   212.51700
#> [157,]   284.01700
#> [158,]   319.71700
#> [159,]   398.51700
#> [160,]   439.41700
#> [161,]   494.91700
#> [162,]   584.61700
#> [163,]   657.91700
#> [164,]   792.61700
#> [165,]   839.21700
#> [166,]   949.41700
#> [167,]   998.21700
#> [168,]  1110.81700
#> [169,]  1197.61700
#> [170,]  1266.01700
#> [171,]  1331.41700
#> [172,]  1350.11700
#> [173,]  1447.01700
#> [174,]  1481.61700
#> [175,]  1483.81700
#> [176,]  1407.31700
#> [177,]  1365.51700
#> [178,]  1434.31700
#> [179,]  1477.21700
#> [180,]  1516.31700
#> [181,]  1622.91700
#> [182,]  1723.41700
#> [183,]  1813.11700
#> [184,]  1906.41700
#> [185,]  1924.01700
#> [186,]  1980.01700
#> [187,]  2026.21700
#> [188,]  2153.41700
#> [189,]  2248.11700
#> [190,]  2381.31700
#> [191,]  2439.61700
#> [192,]  2552.41700
#> [193,]  2586.81700
#> [194,]  2622.01700
#> [195,]  2708.71700
#> [196,]  2781.11700
#> [197,]  2848.61700
#> [198,]  3029.31700
#> [199,]  3126.71700
#> [200,]  3239.01700
#> [201,] -3241.52179
#> [202,] -3078.22179
#> [203,] -2938.42179
#> [204,] -2852.12179
#> [205,] -2741.22179
#> [206,] -2631.42179
#> [207,] -2481.82179
#> [208,] -2291.72179
#> [209,] -2197.72179
#> [210,] -2099.92179
#> [211,] -1949.32179
#> [212,] -1739.12179
#> [213,] -1703.32179
#> [214,] -1469.92179
#> [215,] -1454.72179
#> [216,] -1383.12179
#> [217,] -1419.12179
#> [218,] -1352.12179
#> [219,] -1392.32179
#> [220,] -1357.12179
#> [221,] -1240.12179
#> [222,] -1169.42179
#> [223,] -1106.62179
#> [224,] -1098.42179
#> [225,] -1031.22179
#> [226,]  -910.32179
#> [227,]  -690.02179
#> [228,]  -533.72179
#> [229,]  -455.92179
#> [230,]  -356.22179
#> [231,]  -231.62179
#> [232,]  -112.02179
#> [233,]    36.67821
#> [234,]   110.27821
#> [235,]   229.37821
#> [236,]   310.97821
#> [237,]   483.67821
#> [238,]   527.17821
#> [239,]   540.17821
#> [240,]   654.47821
#> [241,]   663.57821
#> [242,]   776.27821
#> [243,]   876.07821
#> [244,]   929.37821
#> [245,]   827.07821
#> [246,]   900.97821
#> [247,]   829.17821
#> [248,]   514.57821
#> [249,]   312.57821
#> [250,]   293.17821
#> [251,]   340.07821
#> [252,]   479.47821
#> [253,]   542.37821
#> [254,]   683.47821
#> [255,]   783.07821
#> [256,]   876.57821
#> [257,]   818.87821
#> [258,]   927.17821
#> [259,]   958.67821
#> [260,]  1127.87821
#> [261,]  1228.57821
#> [262,]  1299.97821
#> [263,]  1318.37821
#> [264,]  1321.87821
#> [265,]  1429.47821
#> [266,]  1459.17821
#> [267,]  1578.87821
#> [268,]  1731.47821
#> [269,]  1684.57821
#> [270,]  1838.37821
#> [271,]  2032.07821
#> [272,]  2124.27821
#> [273,]  2206.57821
#> [274,]  2311.77821
#> [275,]  2392.47821
#> [276,]  2428.27821
#> [277,]  2462.57821
#> [278,]  2507.77821