Monte Carlo tests for weak signals in time-series
This package provides the functions
performs the test in question),
calculates relevant properties of the time-series),
calculatePower (which estimates the power of the test for a
given data-set) and
rangeTest (the statistic underlying these
Jeremy Silver [email protected]
These tests first appeared in Earl et al. 2015:
Earl, N., Simmonds, I. & Tapper, N. (2015) Weekly cycles of global fires - Associations with religion, wealth and culture, and insights into anthropogenic influences on global climate. Geophysical Research Letters. 42 (21): 9579–9589
1 2 3 4 5 6 7 8 9 10 11 12 13
## Generate a random time-series: ## - length = 1000 ## - signal period = 8 ## - signal to noise ratio = 0.2 set.seed(42) x <- rep(rnorm(8)*0.2,length.out = 1000) + rnorm(1000) randomThinningTest(ts = x, p = 8, n = 1000, fr = 0.025, returnExtraInfo = TRUE) ## compare with periods either too short or too long: randomThinningTest(ts = x, p = 7, n = 1000, fr = 0.025) randomThinningTest(ts = x, p = 9, n = 1000, fr = 0.025)
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.