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ptest (version 1.0-8)

Periodicity Tests in Short Time Series

Description

Implements p-value computations using an approximation to the cumulative distribution function for a variety of tests for periodicity. These tests include harmonic regression tests with normal and double exponential errors as well as modifications of Fisher's g test. An accompanying vignette illustrates the application of these tests.

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Install

install.packages('ptest')

Monthly Downloads

28

Version

1.0-8

License

GPL (>= 2)

Maintainer

Last Published

November 12th, 2016

Functions in ptest (1.0-8)

GetFitExtendedG

Compute the extended Fisher's g test statistic

Fisher's g test

Benchmark set B3

Fits Three Parameter Harmonic Regression

Benchmark set B2

Microarray time series experiment for yeast cell cycle from cdc15 experiment

Microarray time series experiment for Caulobacter crescentus bacterial cell cycle

Compute loglikelihood ratio test statistic under the laplace noises

Periodogram computation

P-value computation for the RSR model

Compute the Fisher's g test statistic

The cumulative distribution function for Fisher'g

Test short time series for periodicity with maximum likelihood ratio tests

Compute loglikelihood ratio test statistic

Quantile computation for the RSR model

Test short time series for periodicity based on periodograms

Compute the Robust g test statistic

The robust rank-based spectral

Simulate AR(1) series

The result for the RSR method with respect to the laplace likelihood ratio test (Odd series length)

The result for the RSR method with respect to the extended Fisher's G test

The result for the RSR method with respect to the normal likelihood ratio test

The result for the RSR method with respect to the Fisher'g test (Even series length)

The result for the RSR method with respect to the laplace likelihood ratio test (Even series length)

The result for the RSR method with respect to the robust g test

The result for the RSR method with respect to the Fisher'g test (Odd series length)

Simulate harmonic regression models

The result for the RSR method with respect to the robust g test with frequency set "En"

Microarray time series experiment for yeast cell cycle from alpha experiment

Microarray time series experiment for yeast cell cycle from cdc28 experiment

Benchmark set B1