Calculates periodograms based on (robustly) fitting periodic functions to light curves and other irregulary observed time series and detects high periodogram bars.
Details
Package:
RobPer
Type:
Package
Version:
1.2.2
Date:
2016-03-27
License:
GPL-3
Light curves occur in astroparticle physics and are irregularly sampled times series
(t[i], y[i]), i=1,…,n, or (t[i], y[i], s[i]), i=1,…,n, consisting of unequally
spaced observation times t[1],…,t[n], observed values
y[1],…,y[n] and possibly measurement accuracies s[1],…,s[n].
The pattern of the observation times t[i] may be periodic with sampling period ps.
The observed values y[i] may possibly contain a periodic fluctuation yf[i] with
fluctuation period pf. One is interested in finding pf. The measurement
accuracies s[i] give information about how precise the y[i] were measured.
They can be interpreted as estimates for the standard deviations of the observed values.
For more details see Thieler et al. (2013) or Thieler, Fried and Rathjens (2016).
A preliminary version of this package is used in Thieler et al. (2013). The FastS-function
and the FastTau-function
presented here are slightly changed versions of R-Code published in Salibian-Barrera and Yohai (2006)
and Salibian-Barrera, Willems and Zamar (2008).
The financial support of the DFG (SFB 876 "Providing Information by Resource-Constrained Data Analysis", project C3, and GK 1032 "Statistische Modellbildung") is gratefully acknowledged. We thank the ITMC at TU Dortmund University for providing computer resources on LiDO.
Author(s)
Anita M. Thieler, Jonathan Rathjens and Roland Fried, with contributions from Brenton R. Clarke (see betaCvMfit), Matias Salibian-Barrera, Gert Willems and Victor Yohai (see FastS and FastTau) and Uwe Ligges (see TK95).
Maintainer: Jonathan Rathjens <jonathan.rathjens@tu-dortmund.de>
References
Clarke, B. R., McKinnon, P. L. and Riley, G. (2012): A Fast Robust Method for Fitting Gamma Distributions. Statistical Papers, 53 (4), 1001-1014
Salibian-Barrera, M. and Yohai, V. (2006): A Fast Algorithm for
S-Regression Estimates. Journal of Computational and Graphical
Statistics, 15 (2), 414-427
Salibian-Barrera, M., Willems, G. and Zamar, R. (2008): The Fast-tau Estimator for Regression. Journal of Computational and Graphical Statistics, 17 (3), 659-682
Thieler, A. M., Backes, M., Fried, R. and Rhode, W. (2013): Periodicity Detection in Irregularly Sampled Light Curves by Robust Regression and Outlier Detection. Statistical Analysis and Data Mining, 6 (1), 73-89
Thieler, A. M., Fried, R. and Rathjens, J. (2016): RobPer: An R Package to Calculate Periodograms for Light Curves Based on Robust Regression. Journal of Statistical Software, 69 (9), 1-36, <doi:10.18637/jss.v069.i09>