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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

Install

install.packages('pRSR')

Monthly Downloads

168

Version

3.1.1

License

GPL (>= 2)

Maintainer

M. Islam

Last Published

May 16th, 2016

Functions in pRSR (3.1.1)

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