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. Citation: Louca, Stilianos and Doebeli, Michael (2015) .


Reference manual

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install.packages("peacots")

1.3.2 by Stilianos Louca, 2 years ago


Browse source code at https://github.com/cran/peacots


Authors: Stilianos Louca [aut, cre, cph]


Documentation:   PDF Manual  


GPL-3 license


Depends on stats, graphics


See at CRAN