GetFitHReg function

Compute loglikelihood ratio test statistic

The loglikelihood ratio test statistic is computed for testing for periodicity

GetFitHReg(y, t, nf=150)

Arguments

• y: vector containing the series
• t: vector of corresponding time points
• nf: nf, number of frequencies to enumerate

Details

This function interfaces with C code for fast evaluation.

Returns

LR statistic and estimated frequency

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)