ptest-package {ptest} | R Documentation |
This is a complete package for testing a large number of short time series for periodicity.
Package: | ptest |
Type: | Package |
Version: | 1.0 |
Date: | 2008-05-23 |
License: | GPL (>= 2) |
LazyLoad: | yes |
The main function in this package is PeriodicityTest which implements a Monte-Carlo test for periodicity suitable for short time series. Other functions of interest are FisherGTest which implements the Fisher's g test for periodicity and Periodogram which computes the periodogram allowing for missing values and non-Fourier frequencies. Functions for fitting and simulating data from the simple harmonic regression model are included. A microarray dataset Cc is also included.
A.I. McLeod and M.S. Islam
<aimcleod@uwo.ca>
Islam, M.S. (2008). Peridocity, Change Detection and Prediction in Microarrays. Ph.D. Thesis, The University of Western Ontario.
PeriodicityTest
,
FisherGTest
,
Periodogram
,
FitHReg
,
SimulateHReg
z<-SimulateHReg(10, f=2.5/10, 1, 2) PeriodicityTest(z)