fitHReg {ptest} | R Documentation |
Estimates A, B and f in the harmonic regression, y(t)=mu+A*cos(2*pi*f*t)+B*sin(2*pi*f*t)+e(t). The default algorithm is enumerative but an exact non-linear LS option is also provided.
fitHReg(y, t = 1:length(y), algorithm = c("enumerative", "exact"))
y |
series. |
t |
Time points. |
algorithm |
method for the optimization |
Program is interfaced to C for efficient computation.
Object of class "HReg" produced.
A.I. McLeod and Yuanhao Lai
set.seed(193) z <- simHReg(10,f=2.5/10,1,1) ans <- fitHReg(z) ans$freq #optimal frequency = 0.2376238 # #ORF06806 in Cc dataset. z<-c(0.42, 0.89, 1.44, 1.98, 2.21, 2.04, 0.82, 0.62, 0.56, 0.8, 1.33) ans2 <- fitHReg(z, algorithm="exact") sum(resid(ans2)^2) #0.2037463 ans1 <- fitHReg(z) sum(resid(ans1)^2) #0.242072 #compare with nls() t <- 1:length(z) ans <- nls(z ~ mu+alpha*cos(2*pi*lambda*t+phi), start=list(mu=1, alpha=1, lambda=0.1, phi=0.0)) coefficients(ans) sum(resid(ans)^2) #0.2037