ptest (version 1.0-8)

GetFitRobustG: Compute the Robust g test statistic

Description

The Robust g test statistic is computed for testing for periodicity.

Usage

GetFitRobustG(y, freqSet = c("An", "En"))

Arguments

y

Vector containing the series.

freqSet

The set to search frequencies.

Value

Vector of length 2 containing the Robust g test statistic and the frequency for the maximum periodogram.

Details

An refers to searching frequencies in the range twice as dense as the region of the fourier frequencies, i.e., $An = {0,1/n,\ldots,floor((2 n - 1)/2)/n}$. En refers to searching frequencies in $En = {j/101 | j=1,\dots,50 and j/101 \ge 1/n}$.

References

Ahdesmaki, M., Lahdesmaki, H., Pearson, R., Huttunen, H., and Yli-Harja O.(2005). BMC Bioinformatics 6:117. http://www.biomedcentral.com/1471-2105/6/117