pRSR (version 3.1.1)

GetFitHReg: Compute loglikelihood ratio test statistic

Description

The loglikelihood ratio test statistic is computed for testing for periodicity

Usage

GetFitHReg(y, t, nf=150)

Arguments

y

vector containing the series

t

vector of corresponding time points

nf

nf, number of frequencies to enumerate

Value

LR statistic and estimated frequency

Details

This function interfaces with C code for fast evaluation.

References

Islam, M.S. (2008). Peridocity, Change Detection and Prediction in Microarrays. Ph.D. Thesis, The University of Western Ontario.

Examples

#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)