## ----------------------------------------------------------------------------- library(GTRT) ## ----eval=FALSE--------------------------------------------------------------- # s <- runif(10,0,1) # Starting points of 10 interval # t <- runif(10,0,1) # End points of intervals # e1 <- c(2,10,6,1,5) # Indices for the first interval in 5 pairs formed unsing above 10 intervals. # e2 <- c(4,3,8,7,9) # Indices for the second interval in 5 pairs formed unsing above 10 intervals. # nip.rig(s,t,e1,e2) ## ----------------------------------------------------------------------------- y <- arima.sim(model = list(ar=0.9), 1000) ## AR(1) model rigep.test(y,0.05) ## ----eval=FALSE--------------------------------------------------------------- # cdf.rig(1000) ## ----eval=FALSE--------------------------------------------------------------- # y <- arima.sim(model = list(ar=0.7), 1000) ## AR(1) model # deg.rig(y) ## ----------------------------------------------------------------------------- y <- arima.sim(model = list(ar=c(0.7,0.2)), 1000) ## AR(2) model rigdd.test(y) ## ----eval=FALSE--------------------------------------------------------------- # thrsd.rigdd(500,1000,0.05) ## ----------------------------------------------------------------------------- library(timeSeriesDataSets) data(elecdaily_mts) x <- elecdaily_mts[,1] rigep.test(x,0.05) ## ----------------------------------------------------------------------------- rigdd.test(x) ## ----------------------------------------------------------------------------- thrsd.rigdd(length(x),500,c(0.05,0.01))