NonlinearityTests: Nonlinearity tests

View source: R/NonlinearityTest.R

NonlinearityTestsR Documentation

Nonlinearity tests

Description

Nonlinearity tests

Usage

NonlinearityTests(HRVData,
  indexNonLinearAnalysis = length(HRVData$NonLinearAnalysis))

Arguments

HRVData

Structure containing the RR time series.

indexNonLinearAnalysis

Reference to the data structure that will contain the nonlinear analysis

Details

This function runs a set of nonlinearity tests on the RR time series implemented in other R packages including:

  • Teraesvirta's neural metwork test for nonlinearity (terasvirta.test).

  • White neural metwork test for nonlinearity (white.test).

  • Keenan's one-degree test for nonlinearity (Keenan.test).

  • Perform the McLeod-Li test for conditional heteroscedascity (ARCH). (McLeod.Li.test).

  • Perform the Tsay's test for quadratic nonlinearity in a time series. (Tsay.test).

  • Perform the Likelihood ratio test for threshold nonlinearity. (tlrt).

Value

A HRVData structure containing a NonlinearityTests field storing the results of each of the tests. The NonlinearityTests list is stored under the NonLinearAnalysis structure.


RHRV documentation built on Nov. 1, 2022, 1:05 a.m.