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pRSR (version 3.1.1)
Test of Periodicity using Response Surface Regression
Description
Tests periodicity in short time series using response surface regression.
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Version
Version
3.1.1
3.0.2
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Install
install.packages('pRSR')
Monthly Downloads
126
Version
3.1.1
License
GPL (>= 2)
Maintainer
M. Islam
Last Published
May 16th, 2016
Functions in pRSR (3.1.1)
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SimulateAR1
Simulate AR(1) series
pvalrsr
Finds pvalue for testing periodicity using RSR.
plotrsr
Plot of response surface regression for different quantile
FitHReg
Fits Three Parameter Harmonic Regression
TPout
Utility function
pRSR-package
It tests periodicity for any series using response surface regression (RSR).
GetFitHReg
Compute loglikelihood ratio test statistic
SimulateHReg
Simulate Harmonic Regression