FitHReg {pRSR} | R Documentation |
Fits Three Parameter Harmonic Regression
Description
Estimates A, B and f in the harmonic regression, y(t)=mu+A*cos(2*pi*f*t)+B*sin(2*pi*f*t)+e(t) using LS.
Usage
FitHReg(y, t = 1:length(y), nf=150)
Arguments
y |
series |
t |
time points |
nf |
nf, number of frequencies to enumerate |
Details
Program is interfaced to C for efficient computation.
Value
Object of class "HReg" produced. This is a list with components: 'coefficients', 'residuals', 'Rsq', 'fstatistic', 'sigma', 'freq', 'LRStat' corresponding to the 3 regression coefficients, residuals, R-squared, F-statistic, residual sd, optimal frequency and LR-test statistic for null hypothesis white noise.
References
Islam, M.S. (2008). Peridocity, Change Detection and Prediction in Microarrays. Ph.D. Thesis, The University of Western Ontario.
See Also
Examples
z<-SimulateHReg(10, f=2.5/10, 1, 2)
FitHReg(z)
[Package pRSR version 3.1.1 Index]