randomThinningTest: Perform the random thinning test
In JeremySilver/RandomThinning: Random Thinning Tests and Auxiliary Functions

Description Usage Arguments Value Examples

Perform the random thinning test

1 2	randomThinningTest(ts, its = NULL, fr = 0.05, p = 5, n = 1000, alpha = 0.05, returnExtraInfo = FALSE)

`ts`	A time-series (a numeric vector)
`its`	Indices of which bin the values of x correspond to (a numeric vector of integers between 1 and p). This is optional, and taken to be cyclical by default.
`fr`	Which fractions to consider discarding (a numeric vector, with values between 0 and 1, although it is best if they are kept between between 0.001 and 0.2)
`p`	Length of the period to test for (a positive integer)
`n`	Number of resamples to use in the random thinning test (a positive integer)
`alpha`	P-value threshold to use when calculating the power (a positive scalar between 0 and 1, although it is recommended to be around 0.05)
`returnExtraInfo`	Logical value - if `TRUE`, the function will return extra information (the value of the range test statistic, the mean per bin, the departures within each bin from the mean value, and a confidence interval on the p-value). If `FALSE`, only the p-value is returned.

This depends on the value of returnExtraInfo: - if returnExtraInfo is FALSE (the default), the function returns the p-value only - if returnExtraInfo is TRUE, the function returns a list with the p-value, the value of the range test statistic, the mean per bin, the departures within each bin from the mean value, and a confidence interval on the p-value

## 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)