peacots: Periodogram Peaks in Correlated Time Series
Version 1.3

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.

Package details

AuthorStilianos Louca
Date of publication2016-11-13 22:42:55
MaintainerStilianos Louca <louca@zoology.ubc.ca>
LicenseGPL-3
Version1.3
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("peacots")

Try the peacots package in your browser

Any scripts or data that you put into this service are public.

peacots documentation built on May 29, 2017, 6:36 p.m.