Re: [R] Question concerning "pastecs" package

From: Rainer M. Krug <Rainer_at_krugs.de>
Date: Fri, 25 May 2007 11:26:39 +0200

Dear Philippe

Thanks a lot for your information - it is extremely usefull

Rainer

Philippe Grosjean wrote:
> Hello,
>
> I already answered privately to your question. No, there is no
> translation of pastecs.pdf. The English documentation is accessible, as
> usual, by:
>
> ?turnpoints
>
> Regarding your specific question, 'info' is the quantity of information
> I associated with the turning points:
>
> I = -log2 P(t)
>
> where P is the probability to observe a turning point at time t under
> the null hypothesis that the time series is purely random, and thus, the
> distribution of turning points follows a normal distribution with:
>
> E(p) = 2/3*(n-2)
> var(p) = (16*n - 29)/90
>
> with p, the number of observed turning points and n the number of
> observations. Ibanez (1982, in French, sorry... not my fault!)
> demonstrated that P(t) is:
>
> P(t) = 2*(1/n(t-1)! * (n-1)!)
>
> As you can easily imagine, from this point on, it is straightforward to
> construct a test to determine if the series is random (regarding the
> distribution of the turning points), more or less monotonic (more or
> less turning points than expected), See also the ref cited in the online
> help (Kendall 1976).
>
> References:
> -----------
> Ibanez, F., 1982. Sur une nouvelle application de la théorie de
> l'information à la description des séries chronologiques planctoniques.
> J. Exp. Mar. Biol. Ecol., 4:619-632
>
> Kendall, M.G., 1976. Time-series, 2nd ed. Charles Griffin & Co, London
>
> Best,
>
> Philippe Grosjean
>
> ..............................................<°}))><........
> ) ) ) ) )
> ( ( ( ( ( Prof. Philippe Grosjean
> ) ) ) ) )
> ( ( ( ( ( Numerical Ecology of Aquatic Systems
> ) ) ) ) ) Mons-Hainaut University, Belgium
> ( ( ( ( (
> ..............................................................
>
> Rainer M. Krug wrote:

>> Hi
>>
>> I just installed the pastecs package and I am wondering: is there an 
>> english (or german) translation of the file pastecs.pdf? If not, is 
>> there an explanation somewhere of the object of type 'turnpoints' as a 
>> result of turnpoints(), especially the "info" field?
>>
>> Thanks,
>>
>> Rainer
>>


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Received on Fri 25 May 2007 - 09:31:40 GMT

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