detrend

Removes the mean or best fit line from a data vector.

Syntax

R = detrend(x,p)

Inputs

x
The data from which to remove a trend.
Type: double
Dimension: vector | matrix
p
The following options are supported:
'constant' removes the mean
'linear' removes the best fit trend (default)
Type: string

Outputs

R
The result with the trend removed.
Dimension: vector | matrix

Examples

Example that removes the mean:

R = detrend([1,2,4,7,11,16],'constant')
R = [Matrix] 1 x 6
-5.83333  -4.83333  -2.83333  0.16667  4.16667  9.16667

Example that removes the best fit line:

R = detrend([1,2,4,7,11,16],'linear')
R = [Matrix] 1 x 6
1.66667  -0.33333  -1.33333  -1.33333  -0.33333  1.66667

Comments

When x is a matrix, the command operates on each column.

The linear trend is the best fit line is the ordinary least squares sense.