[R] Question concerning "pastecs" package

[Rainer M. Krug]

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:

Rainer.Krug at uct.ac.za

RKrug at sun.ac.za 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:	Rainer.Krug at uct.ac.za
       	Rainer at krugs.de