The question | Input data | Running the test | Plotting the lag profile | Residuals per observation | Choosing the permutation scheme | Caveats | References
Package: lagprotest 0.3.0
lagprotest: Lagged Procrustean Randomization Test for Multivariate Time Series
Extends the Procrustean randomization test (PROTEST) to ordered multivariate series. Concordance between two configurations is scanned across candidate temporal lags. Significance is assessed with phase-randomized surrogates (default), cyclic shifts of the full series or free permutation of rows, and a global max-statistic p-value accounts for scanning several lags and selecting the best one. Returns the lag profile, the lag of maximal concordance and per-observation Procrustes residuals.
Authors:
lagprotest_0.3.0.tar.gz
lagprotest_0.3.0.zip(r-4.7-any)lagprotest_0.3.0.zip(r-4.6-any)lagprotest_0.3.0.zip(r-4.5-any)
lagprotest_0.3.0.tgz(r-4.6-any)lagprotest_0.3.0.tgz(r-4.5-any)
lagprotest_0.3.0.tar.gz(r-4.7-any)lagprotest_0.3.0.tar.gz(r-4.6-any)
lagprotest_0.3.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
lagprotest/json (API)
| # Install 'lagprotest' in R: |
| install.packages('lagprotest', repos = c('https://diogoprov.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/diogoprov/lagprotest/issues
Pkgdown/docs site:https://provetelab.org
Last updated from:4c5d3c62c9 (on main). Checks:9 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel | OK | 130 | ||
| source / vignettes | OK | 274 | ||
| linux-release | OK | 132 | ||
| macos-release | OK | 94 | ||
| macos-oldrel | OK | 118 | ||
| windows-devel | OK | 69 | ||
| windows-release | OK | 89 | ||
| windows-oldrel | OK | 67 | ||
| wasm-release | OK | 81 |
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Lagged Procrustean randomization test | lagged_protest |
| Plot the lag profile of a lagged PROTEST | plot.lagged_protest |
| Per-observation Procrustes residuals at the optimal lag | residuals.lagged_protest |
| Simulate a pair of multivariate series with a known lag | simulate_lagged_series |
| Summarize a lagged PROTEST | summary.lagged_protest |