Re: [R] Question concerning pastecs package
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 __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Question concerning pastecs package
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 -- NEW EMAIL ADDRESS AND ADDRESS: [EMAIL PROTECTED] [EMAIL PROTECTED] WILL BE DISCONTINUED END OF MARCH Rainer M. Krug, Dipl. Phys. (Germany), MSc Conservation Biology (UCT) Leslie Hill Institute for Plant Conservation University of Cape Town Rondebosch 7701 South Africa Fax:+27 - (0)86 516 2782 Fax:+27 - (0)21 650 2440 (w) Cell: +27 - (0)83 9479 042 Skype: RMkrug email: [EMAIL PROTECTED] [EMAIL PROTECTED] __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] Question concerning pastecs package
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 -- NEW EMAIL ADDRESS AND ADDRESS: [EMAIL PROTECTED] [EMAIL PROTECTED] WILL BE DISCONTINUED END OF MARCH Rainer M. Krug, Dipl. Phys. (Germany), MSc Conservation Biology (UCT) Leslie Hill Institute for Plant Conservation University of Cape Town Rondebosch 7701 South Africa Fax:+27 - (0)86 516 2782 Fax:+27 - (0)21 650 2440 (w) Cell: +27 - (0)83 9479 042 Skype: RMkrug email: [EMAIL PROTECTED] [EMAIL PROTECTED] __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
