contingency.periodogram: The contingency periodogram for periodicity in categorical...

In objornstad/nlts: Nonlinear Time Series Analysis

The contingency periodogram for periodicity in categorical time series

Description

A function to estimate the contingency periodogram to test for periodicity in categorical time series.

Usage

contingency.periodogram(x, maxper = 6, exact = FALSE)

Arguments

x	A vector representing the categorical time series.
maxper	the maximum lag (period) considered.
exact	If TRUE the FISHER exact test is calculated

Details

This is the contingency periodogram of Pierre Legendre and Pierre Dutielle to test for periodicity in categorical time series. I have coded the function so as to provide both the Fisher exact test and the asymptotic chi-square test.

Value

An object of class "contingency.periodogram" is returned consisting of a matrix with a row for each period considered. The columns are:

exact.p	the Fisher exact test at each lag (if exact=TRUE).
chi2	the asymptotic chi-square value.
df	the chi-square degrees-of-freedom.
asympt.p	the chi-squared asymptotic p-value.

References

Legendre et al. (1981) The contingency periodogram: A method for identifying rhytms in series of nonmetric ecological data. Journal of Ecology, 69, 965-979. https://doi.org/10.2307/2259648

Examples

    data(plodia)
    data<-as.factor((scale(plodia) > 0))
    fit <- contingency.periodogram(data, maxper = 9) 
    ## Not run: plot(fit)

objornstad/nlts documentation built on June 29, 2023, 11:16 a.m.