Simple autocorrelation-based temporal whitening function.

Temporally whitens the input matrix using autoregression and returns the result.

temporalwhiten(mat, myord = 2)

Arguments

mat	input matrix
myord	integer order value

Value

matrix is output

Examples

mat<-replicate(100, rnorm(20))
wmat<-temporalwhiten( mat )
#> [1] "Need magic package"