[R] Question concerning "pastecs" package

Rainer M. Krug Rainer at krugs.de
Fri May 25 11:26:39 CEST 2007


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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