GetFitFisherG: Compute the Fisher's g test statistic

Description Usage Arguments Value Author(s) References

Description

The Fisher's g test statistic is computed.

Usage

1

Arguments

z

Vector containing the series.

Value

Vector of length 2 containing the modified Fisher's G test statistic and the frequency for the maximum periodogram.

Author(s)

Yuanhao Lai

References

Fisher, R.A. (1929). Tests of significance in harmonic analysis. Proc. Roy. Soc. A, 125, 54-59.


ptest documentation built on May 2, 2019, 5:58 a.m.