[R] Question concerning "pastecs" package
Philippe Grosjean
phgrosjean at sciviews.org
Fri May 25 11:00:01 CEST 2007
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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