FitHReg {ptest} | R Documentation |
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.
FitHReg(y, t = 1:length(y), Numf=50)
y |
series |
t |
time points |
Numf |
number of frequencies |
Program is interfaced to C for efficient computation.
object of class "HReg" produced.
A.I. McLeod
z<-SimulateHReg(10, f=2.5/10, 1, 2) FitHReg(z)