mvdiff
Multivariate differencing
Syntax
Y = mvdiff(X,dff)
Arguments
See also Common variable names and data structures.
input
X multi-trial time series data dff vector of number of differencing steps (default: 1 = 1st difference)
output
Y differenced time series
Description
Y = mvdiff(X,dff)
Multivariate differencing of time series data in X, which may be multi-trial. Differences dff are supplied as a scalar (applied to each time series) or as a vector matching the number of variables. Default is 1st difference. The individual time series in the differenced multivariate series Y are correctly synchronised.