ptest: Periodicity Tests in Short Time Series

Implements p-value computations using an approximation to the cumulative distribution function for a variety of tests for periodicity. These tests include harmonic regression tests with normal and double exponential errors as well as modifications of Fisher's g test. An accompanying vignette illustrates the application of these tests.

Author
Yuanhao Lai and A.I. McLeod
Date of publication
2016-11-12 21:41:37
Maintainer
A.I. McLeod <aimcleod@uwo.ca>
License
GPL (>= 2)
Version
1.0-8

View on CRAN

Man pages

alpha
Microarray time series experiment for yeast cell cycle from...
B1
Benchmark set B1
B2
Benchmark set B2
B3
Benchmark set B3
Cc
Microarray time series experiment for Caulobacter crescentus...
cdc15
Microarray time series experiment for yeast cell cycle from...
cdc28
Microarray time series experiment for yeast cell cycle from...
FisherGTest
Fisher's g test
fitHReg
Fits Three Parameter Harmonic Regression
GetFitExtendedG
Compute the extended Fisher's g test statistic
GetFitFisherG
Compute the Fisher's g test statistic
GetFitHReg
Compute loglikelihood ratio test statistic
GetFitHRegL1
Compute loglikelihood ratio test statistic under the laplace...
GetFitRobustG
Compute the Robust g test statistic
pFisherg
The cumulative distribution function for Fisher'g
pgram
Periodogram computation
predictRSR
Quantile computation for the RSR model
ptestg
Test short time series for periodicity based on periodograms
ptestReg
Test short time series for periodicity with maximum...
pvalueRSR
P-value computation for the RSR model
rankSpectrum
The robust rank-based spectral
simAR1
Simulate AR(1) series
simHReg
Simulate harmonic regression models
simLaplace
Simulate series with the Laplace distribution
tableEg
The result for the RSR method with respect to the extended...
tablegEven
The result for the RSR method with respect to the Fisher'g...
tablegOdd
The result for the RSR method with respect to the Fisher'g...
tableRegL1Even
The result for the RSR method with respect to the laplace...
tableRegL1Odd
The result for the RSR method with respect to the laplace...
tableRegLs
The result for the RSR method with respect to the normal...
tableRgAn
The result for the RSR method with respect to the robust g...
tableRgEn
The result for the RSR method with respect to the robust g...

Files in this package

ptest
ptest/inst
ptest/inst/doc
ptest/inst/doc/Introduction_to_the_ptest_package.html
ptest/inst/doc/Introduction_to_the_ptest_package.Rmd
ptest/inst/doc/Introduction_to_the_ptest_package.R
ptest/src
ptest/src/RegSS.c
ptest/src/nrutil.h
ptest/src/stdafx.h
ptest/src/GetHReg.c
ptest/src/nrutil.c
ptest/src/gaussj.c
ptest/NAMESPACE
ptest/data
ptest/data/tableRegL1Even.rda
ptest/data/alpha.rda
ptest/data/B1.rda
ptest/data/tableRgEn.rda
ptest/data/cdc15.rda
ptest/data/tablegEven.rda
ptest/data/tableEg.rda
ptest/data/cdc28.rda
ptest/data/tableRegLs.rda
ptest/data/B3.rda
ptest/data/tablegOdd.rda
ptest/data/tableRgAn.rda
ptest/data/B2.rda
ptest/data/Cc.rda
ptest/data/tableRegL1Odd.rda
ptest/R
ptest/R/pvalueRSR.R
ptest/R/simLaplace.R
ptest/R/GetFitRobustG.R
ptest/R/FisherGTest.R
ptest/R/GetFitFisherG.R
ptest/R/fitHReg.R
ptest/R/pFisherg.R
ptest/R/ptest-internal.R
ptest/R/GetFitExtendedG.R
ptest/R/data.R
ptest/R/GetFitHRegL1.R
ptest/R/GetFitHReg.R
ptest/R/ptestReg.R
ptest/R/pgram.R
ptest/R/simAR1.R
ptest/R/ptestg.R
ptest/R/simHReg.R
ptest/vignettes
ptest/vignettes/Introduction_to_the_ptest_package.Rmd
ptest/vignettes/ptest.bib
ptest/MD5
ptest/build
ptest/build/vignette.rds
ptest/DESCRIPTION
ptest/man
ptest/man/tableRegL1Even.Rd
ptest/man/Cc.Rd
ptest/man/B1.Rd
ptest/man/cdc28.Rd
ptest/man/pFisherg.Rd
ptest/man/simLaplace.Rd
ptest/man/pgram.Rd
ptest/man/B3.Rd
ptest/man/GetFitHRegL1.Rd
ptest/man/predictRSR.Rd
ptest/man/simAR1.Rd
ptest/man/fitHReg.Rd
ptest/man/tablegEven.Rd
ptest/man/GetFitRobustG.Rd
ptest/man/FisherGTest.Rd
ptest/man/pvalueRSR.Rd
ptest/man/cdc15.Rd
ptest/man/ptestReg.Rd
ptest/man/GetFitFisherG.Rd
ptest/man/tablegOdd.Rd
ptest/man/alpha.Rd
ptest/man/rankSpectrum.Rd
ptest/man/ptestg.Rd
ptest/man/GetFitHReg.Rd
ptest/man/GetFitExtendedG.Rd
ptest/man/B2.Rd
ptest/man/tableRgAn.Rd
ptest/man/tableEg.Rd
ptest/man/tableRegL1Odd.Rd
ptest/man/tableRgEn.Rd
ptest/man/simHReg.Rd
ptest/man/tableRegLs.Rd