Calculates the periodogram of a time series, maximum-likelihood fits an Ornstein-Uhlenbeck state space (OUSS) null model and evaluates the statistical significance of periodogram peaks against the OUSS null hypothesis. The OUSS is a parsimonious model for stochastically fluctuating variables with linear stabilizing forces, subject to uncorrelated measurement errors. Contrary to the classical white noise null model for detecting cyclicity, the OUSS model can account for temporal correlations typically occurring in ecological and geological time series.
|Date of publication||2016-11-13 22:42:55|
|Maintainer||Stilianos Louca <firstname.lastname@example.org>|
evaluate.pm: Evaluate the periodogram maximum of a time series
evaluate.pm.wn: Statistical significance of periodogram peaks (classical)
generate_ouss: Generate random time series of the OUSS process
peacots-package: Periodogram peaks in correlated time series
plotReport: Plot results of a 'evaluate.pm' analysis
ps_ouss: Expected periodogram of the OUSS process
ps_ouss_asymptotic: Power spectrum of the OUSS process
runExample: Run example 'evaluate.pm' analyses
significanceOfLocalPeak: Statistical significance of local periodogram peaks
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