GetFitFisherG: Fisher's g test
In CliffordLai/harper: Harmonic Regression and Periodicity Test
Description
Usage
Arguments
Details
Value
Author(s)
References
Description
Calculates p-value using Fisher's g-test for a single frequency.
Usage
1
Arguments
z
Input series, no missing values.
Details
Program is interfaced to C programme (fft) for efficient computation.
Value
Vector of length 2 containing the g test statistic
and the frequency for the maximum periodogram.
Author(s)
A.I. McLeod
References
Fisher, R.A. (1929). Tests of significance in harmonic analysis.
Proc. Roy. Soc. A, 125, 54-59.
CliffordLai/harper documentation built on May 8, 2019, 1:53 p.m.
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Description Usage Arguments Details Value Author(s) References
Description
Calculates p-value using Fisher's g-test for a single frequency.
Usage
1 |
Arguments
z |
Input series, no missing values. |
Details
Program is interfaced to C programme (fft) for efficient computation.
Value
Vector of length 2 containing the g test statistic and the frequency for the maximum periodogram.
Author(s)
A.I. McLeod
References
Fisher, R.A. (1929). Tests of significance in harmonic analysis. Proc. Roy. Soc. A, 125, 54-59.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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