detrend_diff

Function detrend_diff 

Source
pub fn detrend_diff(
    data: &[f64],
    n: usize,
    m: usize,
    order: usize,
) -> TrendResult
Expand description

Remove trend by differencing.

§Arguments

  • data - Column-major matrix (n x m)
  • n - Number of samples
  • m - Number of evaluation points
  • order - Differencing order (1 or 2)

§Returns

TrendResult with trend (cumulative sum to reverse), detrended (differences), and original first values as “coefficients”

Note: Differencing reduces the series length by order points. The returned detrended data has m - order points padded with zeros at the end.