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.

See also

diff