peacots: Periodogram Peaks in Correlated Time Series
Calculates the periodogram of a time series, maximum-likelihood fits an Ornstein-Uhlenbeck state space (OUSS) null model and evaluates the statistical significance of periodogram peaks against the OUSS null hypothesis. The OUSS is a parsimonious model for stochastically fluctuating variables with linear stabilizing forces, subject to uncorrelated measurement errors. Contrary to the classical white noise null model for detecting cyclicity, the OUSS model can account for temporal correlations typically occurring in ecological and geological time series.
Version: |
1.3 |
Depends: |
stats, graphics |
Published: |
2016-11-13 |
Author: |
Stilianos Louca |
Maintainer: |
Stilianos Louca <louca at zoology.ubc.ca> |
License: |
GPL-3 |
NeedsCompilation: |
no |
Citation: |
peacots citation info |
CRAN checks: |
peacots results |
Documentation:
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