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peacots  

Periodogram Peaks in Correlated Time Series
View on CRAN: Click here


Download and install peacots package within the R console
Install from CRAN:
install.packages("peacots")

Install from Github:
library("remotes")
install_github("cran/peacots")

Install by package version:
library("remotes")
install_version("peacots", "1.3.2")



Attach the package and use:
library("peacots")
Maintained by
Stilianos Louca
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2014-06-05
Latest Update: 2024-04-30
Description:
Calculates the periodogram of a time series, maximum-likelihood fits an Ornstein-Uhlenbeck state space (OUSS) null model and evaluates the statistical significance of periodogram peaks against the OUSS null hypothesis. The OUSS is a parsimonious model for stochastically fluctuating variables with linear stabilizing forces, subject to uncorrelated measurement errors. Contrary to the classical white noise null model for detecting cyclicity, the OUSS model can account for temporal correlations typically occurring in ecological and geological time series.
How to cite:
Stilianos Louca (2014). peacots: Periodogram Peaks in Correlated Time Series. R package version 1.3.2, https://cran.r-project.org/web/packages/peacots. Accessed 25 Jun. 2026.
Previous versions and publish date:
1.0 (2014-06-05 06:56), 1.1 (2014-10-29 09:27), 1.2 (2015-06-14 01:28), 1.3 (2016-11-13 22:42)
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Complete documentation for peacots
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