redfitMinls: Minimization - least square

In BINCOR: Estimate the Correlation Between Two Irregular Time Series

Description

The redfitMinls function is used by the redfitTauest function to calculate the persistence for unevenly spaced climate time series under study. redfitTauest is included in the redfit function of the R dplR package (Bunn et al. 2015).

Usage

redfitMinls(t, x)

Arguments

t, x	t and x are the times and the variables for an unevenly spaced time series.

Details

The redfitMinls function minimize (optimize) by least squares to obtain some parameters of the AR1 model used to estimate the persistence through the method of Mudelsee (2002). More information about redfitMinls function can be found in Bunn et al. (2015) and Mudelsee (2002).

Note

Needs dplR to estimate the persistence contained in the irregular time series by means of the method of Mudelsee (2002). Please, for more details look at the code tauest_dplR.R in the directory R of our BINCOR package.

Author(s)

Mikko Korpela.
2013-2015 Aalto University, FINLAND.
Web: https://github.com/mvkorpel.
Email: [e-mail]

References

Bunn, A., Korpela, M., Biondi, F., Campelo, F., M<c3><a9>rian, P., Qeadan, F., Zang, C., Buras, A., Cecile, J., Mudelsee, M., Schulz, M. (2015). Dendrochronology Program Library in R. R package version 1.6.3. URL https://CRAN.R-project.org/package=dplR.

Mudelsee, M. (2002). TAUEST: A computer program for estimating persistence in unevenly spaced weather/climate time series. Computers & Geosciences 28 (1), 69–72.
URL http://www.climate-risk-analysis.com/software/.

Schulz, M., Mudelsee M. (2002). REDFIT: estimating red-noise spectra directly from unevenly spaced paleoclimatic time series. Computers & Geosciences 28(3), 421–426.
URL https://www.marum.de/Michael-Schulz/Michael-Schulz-Software.html.

Mudelsee, M. (2010). Climate Time Series Analysis: Classical Statistical and Bootstrap Methods. Springer.

Mudelsee, M. (2014). Climate Time Series Analysis: Classical Statistical and Bootstrap Methods, Second Edition. Springer.

BINCOR documentation built on May 1, 2019, 9:46 p.m.