peacots: Periodogram Peaks in Correlated Time Series

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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.

Author
Stilianos Louca
Date of publication
2016-11-13 22:42:55
Maintainer
Stilianos Louca <louca@zoology.ubc.ca>
License
GPL-3
Version
1.3

View on CRAN

Man pages

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

Files in this package

peacots
peacots/inst
peacots/inst/CITATION
peacots/NAMESPACE
peacots/R
peacots/R/ps_ouss_gradient_wrt_lambda.R
peacots/R/runExample.R
peacots/R/generate_ouss.R
peacots/R/peakSignificance.R
peacots/R/ps_ouss_asymptotic.R
peacots/R/nll_ps_ouss_gradient.R
peacots/R/nll_ps_ouss.R
peacots/R/significanceOfLocalPeak.R
peacots/R/ps_ouss_gradient_wrt_power_e.R
peacots/R/mlfit_ouss.R
peacots/R/interpolateWithinGrid.R
peacots/R/plotReport.R
peacots/R/evaluate.pm.R
peacots/R/interpolateWithinGrid2D.R
peacots/R/ps_ouss_gradient_wrt_power_o.R
peacots/R/LombScarglePeriodogram.R
peacots/R/aux_trapezoid.R
peacots/R/ps_ouss.R
peacots/R/power_o_to_sigma.R
peacots/R/sigma_to_power_o.R
peacots/R/isInRange.R
peacots/R/evaluate.pm.wn.R
peacots/MD5
peacots/DESCRIPTION
peacots/man
peacots/man/plotReport.Rd
peacots/man/peacots-package.Rd
peacots/man/evaluate.pm.wn.Rd
peacots/man/ps_ouss.Rd
peacots/man/generate_ouss.Rd
peacots/man/significanceOfLocalPeak.Rd
peacots/man/evaluate.pm.Rd
peacots/man/runExample.Rd
peacots/man/ps_ouss_asymptotic.Rd