R/GetFitFisherG.R

In CliffordLai/harper: Harmonic Regression and Periodicity Test

#' Fisher's g test
#' 
#' @description  
#' Calculates p-value using Fisher's g-test for a single frequency.
#' 
#' @param z Input series, no missing values.
#' 
#' @return Vector of length 2 containing the g test statistic
#' and the frequency for the maximum periodogram.
#' 
#' @details Program is interfaced to C programme (\code{\link{fft}}) for efficient computation.
#' 
#' @author A.I. McLeod
#' 
#' @references Fisher, R.A. (1929). Tests of significance in harmonic analysis. 
#' Proc. Roy. Soc. A, 125, 54-59. 
#'                                                         
#' @keywords internal
#' 
GetFitFisherG <- function(z) {
  n <- length(z)
  m <- ifelse(n%%2==0,(n-2)/2,(n-1)/2)
  Ip <- pgramFourier(z)[,2]
  if( n%%2 ==0 )
    Ip<-Ip[-(m+1)]
  maxL <- which.max(Ip)
  g <- Ip[maxL]/sum(Ip)
  ans <- c(g=g,freq=maxL/n)
  ans
}