Nothing
#' Robust test for difference in scales upon harmonic regressions
#'
#' The Test uses the Fligner-Killeen Test for differences in scales. The test
#' remains valid if the noise distribution contains outliers or is
#' not-Gaussian
#'
#' @inheritParams dodr
#'
#' @return data frame with following columns:
#' \itemize{
#' \item{p.value: }{P-value for difference between the two time series}
#' \item{score: }{score from the underlying
#' \code{\link[npsm]{fk.test}} test}
#' \item{factor: }{Measure for the difference between the two fits}
#' }
#' @seealso \code{\link[npsm]{fk.test}}
#' @export
#' @import Rfit
#' @import npsm
#' @import parallel
robustHarmScaleTest <- function(val1, val2,
times1, times2,
period, norm = TRUE){
#prepare val1 and val2 if they contain only one time series
if(length(dim(val1)) == 1){
val1 <- matrix(val1, ncol=1)
}
if(length(dim(val2)) == 1){
val2 <- matrix(val2, ncol=1)
}
#check for input integrity
errMsg <- checkIntegrity(val1, val2, times1, times2)
if(! is.null(errMsg)) stop(errMsg)
#normalisation
if(norm){
val1 <- apply(val1, 2, function(series){
normval <- series/mean(series, na.rm=TRUE)
return(normval)
})
val2 <- apply(val2, 2, function(series){
normval <- series/mean(series, na.rm=TRUE)
return(normval)
})
}
t1 <- times1 /period*2*pi
t2 <- times2 /period*2*pi
xmat1 <- cbind(1, cos(t1), sin(t1))
xmat2 <- cbind(1, cos(t2), sin(t2))
tp1 <- length(times1)
tp2 <- length(times2)
muchna <- apply(val1, 2, function(x) sum(is.na(x))-tp1 >= -3) |
apply(val2, 2, function(x) sum(is.na(x))-tp1 >= -3)
results <- do.call(rbind,
mclapply(seq_len(ncol(val1)), function(ind){
if(muchna[ind]){
retlist <- c(
NA,
NA,
NA)
return(retlist)
}
ehatrb1 <- suppressWarnings(rfit(val1[,ind]~xmat1)$resid)
ehatrb2 <- suppressWarnings(rfit(val2[,ind]~xmat2)$resid)
fk <- try(fk.test(ehatrb1,ehatrb2), TRUE)
if(class(fk)=="try-error"){
fk <- list(p.value=NA, score=NA, estimate=NA)
}
res <- c(fk$p.value,
fk$statistic,
fk$estimate)
return(res)
}, mc.preschedule=TRUE, mc.cleanup=TRUE))
resultdf <- data.frame(results)
colnames(resultdf) <- c('p.value', 'score', 'factor')
return(resultdf)
}
Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.