residuals[abs(residuals) > (2*sd)]

gcm <lvog...@grahamcapital.com> wrote on 07/16/2012 07:07:31 AM:

> Jean, how would you modify your function to grab all the selected 
> and not just the first?
> Thank you so much!
> 
> From: Jean V Adams [via R] [
mailto:ml-node+s789695n4636370...@n4.nabble.com]
> Sent: Thursday, July 12, 2012 4:59 PM
> To: Lauren Vogric
> Subject: Re: Grabbing Indexes of a certain standard deviation
> 
> I wrote a little function called first() to help with situations like
> this.  It returns a 1 every time an element of a vector is different 
from
> the previous element, and a 0 otherwise.
> 
> first <- function(x) {
>     L <- length(x)
>     c(1, 1-(x[-1]==x[-L]))
>     }
> 
> sd <- 1
> residuals <- c(1, 2.1, 3, 4, 3, 1, 0, -4, -1)
> # logical, indicating if the residual exceeds 2 standard deviations
> exceed <- abs(residuals) > (2*sd)
> # indices of the first exceeding residual of a series
> which(first(exceed) & exceed)
> 
> Jean
> 
> 
> gcm <[hidden email]</user/SendEmail.jtp?type=node&node=4636370&i=0>>
> wrote on 07/12/2012 11:07:49 AM:
> 
> > I have a graph of residuals and I am attempting to get a list of the
> indexes
> > of each time the residual is greater than 2 standard deviations or 
less
> than
> > -2 standard deviations, but only the first point of the section. And
> then
> > I'd also need the first point where the point returns to the range
> between
> > +/- 2 standard deviations.
> > So basically if my standard deviation=1 and my residuals=c(1, 2.1, 3, 
4,
> 3,
> > 1, 0, -4, -1) I want it to grab the second number, where it exceeds 2
> > standard deviations and the 6th where it returns to less than 2 
standard
> > deviations. Also, it would grab -4 (or residuals[ 8]) and -1
> (residuals[9])

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