FisherGTest {ptest} | R Documentation |
Calculates p-value using Fisher's g-test for a single frequency.
FisherGTest(z)
z |
Input series, no missing values. |
Program is interfaced to C for efficient computation.
Vector of length 3 containing the g test statistic, the p-value, and the frequency for the maximum periodogram.
A.I. McLeod
Fisher, R.A. (1929). Tests of significance in harmonic analysis. Proc. Roy. Soc. A, 125, 54-59.