ptest-package {ptest}R Documentation

Test for periodicity in short time series

Description

This is a complete package for testing a large number of short time series for periodicity.

Details

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.

Author(s)

A.I. McLeod and M.S. Islam

<aimcleod@uwo.ca>

References

Islam, M.S. (2008). Peridocity, Change Detection and Prediction in Microarrays. Ph.D. Thesis, The University of Western Ontario.

See Also

PeriodicityTest, FisherGTest, Periodogram, FitHReg, SimulateHReg

Examples

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

[Package ptest version 1.01 Index]