GetFitHReg {pRSR} | R Documentation |
The loglikelihood ratio test statistic is computed for testing for periodicity
GetFitHReg(y, t, nf=150)
y |
vector containing the series |
t |
vector of corresponding time points |
nf |
nf, number of frequencies to enumerate |
This function interfaces with C code for fast evaluation.
LR statistic and estimated frequency
Islam, M.S. (2008). Peridocity, Change Detection and Prediction in Microarrays. Ph.D. Thesis, The University of Western Ontario.
#Simple Examples
z<-SimulateHReg(10, f=2.5/10, 1, 2)
GetFitHReg(z)
t<-seq(2,20,2)
GetFitHReg(y=z, t=t)
GetFitHReg(z, nf=25)