ptest (version 1.0-8)

FisherGTest: Fisher's g test

Description

Calculates p-value using Fisher's g-test for a single frequency.

Usage

FisherGTest(z)

Arguments

z

Input series, no missing values.

Value

Vector of length 3 containing the g test statistic, the p-value, and the frequency for the maximum periodogram.

Details

Program is interfaced to C for efficient computation.

References

Fisher, R.A. (1929). Tests of significance in harmonic analysis. Proc. Roy. Soc. A, 125, 54-59.