NFFisherG {ptest}R Documentation

Fisher g test at non-Fourier frequencies

Description

The Fisher g-test statistic is computed at non-Fourier frequencies

Usage

NFFisherG(z, Numf)

Arguments

z time series, may contain NA values
Numf number of frequencies

Details

The frequencies used are (1:Numf)/N, where N=2*Numf+1.

Author(s)

A.I. McLeod

See Also

FisherGTest

Examples

#The value of the g-statistic should be the same when Numf=floor(n/2), where
#  n = length(z).
NFFisherG(sunspot.year, 144)
FisherGTest(sunspot.year)

[Package ptest version 1.01 Index]