Split a sequence into h interleaved lag streams

For lag h, the k-th stream (k = 1, ..., h) contains indices \(\{k,\, k+h,\, k+2h,\, \ldots\}\), following the CR23 convention.

Usage

split_streams(xs, h)

Arguments

xs

Numeric vector. Score differences hat_delta_t.

h

Integer >= 1. Lag (number of steps ahead).

Value

List of length h. Each element is a numeric vector containing the score differences for that stream.

Examples

  split_streams(1:10, h = 3)
#> [[1]]
#> [1]  1  4  7 10
#> 
#> [[2]]
#> [1] 2 5 8
#> 
#> [[3]]
#> [1] 3 6 9
#> 
  # stream 1: indices 1, 4, 7, 10
  # stream 2: indices 2, 5, 8
  # stream 3: indices 3, 6, 9