HarmonicRegression: Harmonic Regression to One or more Time Series

Fits the first harmonics in a Fourier expansion to one or more time series. Trend elimination can be performed. Computed values include estimates of amplitudes and phases, as well as confidence intervals and p-values for the null hypothesis of Gaussian noise.

Package details

AuthorPaal O. Westermark
MaintainerPaal O. Westermark <pal-olof.westermark@charite.de>
LicenseMIT + file LICENSE
Package repositoryView on CRAN
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HarmonicRegression documentation built on May 1, 2019, 6:50 p.m.