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pRSR (version 3.0.2)

Test of periodicity using response surface regression

Description

Test of periodicity in short time series using response surface regression

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Version

Install

install.packages('pRSR')

Monthly Downloads

156

Version

3.0.2

License

GPL (>= 2)

Maintainer

M. Islam

Last Published

July 10th, 2014

Functions in pRSR (3.0.2)

pRSR-package

It tests periodicity for any series using response surface regression (RSR).
SimulateHReg

Simulate Harmonic Regression
plotrsr

Plot of response surface regression for different quantile
TPout

Utility function
SimulateAR1

Simulate AR(1) series
FitHReg

Fits Three Parameter Harmonic Regression
GetFitHReg

Compute loglikelihood ratio test statistic
pvalrsr

Finds pvalue for testing periodicity using RSR.