evTrigAvg.m
What caused an event?
Generally, event triggered averages are used to try and determine what caused an event to happen. They look at what preceded a number of events and take the average. In neuroscience events might be a spike recorded from a neuron in response to a certain stimulus. If the stimulus was white noise, for example, taking the time window from before the spike and averaging it would give the average stimulus that caused the neuron to fire. In finance the event could be a price change, and one might like to know if a consistent pattern occurs before similar price changes in order to react to them in the future.
evTrigAvg is designed to be general and agnostic to exactly what events and stimuli its dealing with are. All it needs is the "stimulus" and a logical vector of events (0s indicating no events, 1s indicating an event has occurred), and a window size to average over (in points).
Example
Let's generate some fake neural data as an example. Imagine an experiment where white noise is delivered to a subject and activity is recorded from a single neuron. The raw activity from the neuron will be noisy and will normally require preprocessing first, which will include filtering and event (spike) detection. Event detection is often done using a threshold of some value *the root mean square of the trace, where anything above this is marked as a spike. Or, if multiple units have been recorded, by much more complicated "spike sorting". I mention this mainly because it presents a fascinatingly complex problem, but it's not something we need to worry about here. The goal of preprocessing is to obtain a clean vector of events represented as 0s or 1s, we'll imagine the preprocessing has already been done, and we have this clean vector of events (spikes). We want to know what property of the stimulus caused each event.
nPoints = 10000;
stim = randn(1,nPoints);
resp = stim>2;
resp = [zeros(1,100), resp(1:end-100)];
nPoints determines the number of points in the stimulus (stim) and response (resp). stim is random noise drawn from a normal distribution. resp will be our vector of events (spikes), and for the sake of demonstration spikes are generated whenever the stim is greater than the entirely arbitrary value 2. Obviously, this means we know what stimulus property that is eliciting the spikes already, but pretend this is real data that we don't yet know anything about it. The line stim>2 returns a logical vector of 0s and 1s, which we'll also offset slightly relative to stim to emulate the latency that would exist in a real system (spikes aren't instant) by dumping 100 zeros at the start.
Let's plot out the first 1000 points of data we've just magically generated without having to do any pesky experiments.
subplot(2,1,1), plot(stim(1:1000))
line([1, 1000], [2, 2], 'LineStyle', '--', ...
'color', 'k')
ylabel('Mag, arb'), title('Stimulus')
subplot(2,1,2), plot(resp(1:1000), 'r')
ylabel('Spikes'), title('Response')
xlabel('Time, pts')
