FitHReg {ptest}R Documentation

Fits Three Parameter Harmonic Regression

Description

Estimates A, B and f in the harmonic regression, y(t)=mu+A*cos(2*pi*f*t)+B*sin(2*pi*f*t)+e(t) using LS.

Usage

FitHReg(y, t = 1:length(y), Numf=50)

Arguments

y series
t time points
Numf number of frequencies

Details

Program is interfaced to C for efficient computation.

Value

object of class "HReg" produced.

Author(s)

A.I. McLeod

See Also

GetFitHReg

Examples

z<-SimulateHReg(10, f=2.5/10, 1, 2)
FitHReg(z)

[Package ptest version 1.01 Index]