https://github.com/cran/pracma
Revision 26e049d70b4a1c237987e260cba68f6a9413736c authored by Hans W. Borchers on 09 April 2019, 04:10:07 UTC, committed by cran-robot on 09 April 2019, 04:10:07 UTC
1 parent bf07673
Tip revision: 26e049d70b4a1c237987e260cba68f6a9413736c authored by Hans W. Borchers on 09 April 2019, 04:10:07 UTC
version 2.2.5
version 2.2.5
Tip revision: 26e049d
nile.Rd
\name{nile}
\alias{nile}
\docType{data}
\title{
Nile overflow data
}
\description{
Nile overflow data 1871--1984, gathered mostly by H. E. Hurst.
}
\usage{data("nile")}
\format{
A data frame with 114 years of observations during the months Jan to Dec.
}
\details{
Monthly flow data taken at the Dongola measurement station just upstream
from the high dam at Aswan.
}
\references{
R. Weron (2001). Estimating long range dependence: finite sample properties and
confidence intervals. arXiv.org:cond-mat0103510.pdf .
}
\examples{
data(nile) # loads "nile" data frame
\dontrun{
nile_dt <- nile[, 2:13] # erase the "years" column
# plot all years in one figure
plot(ts(nile_dt), plot.type="single")
# merge all years in one time series
nile_ts <- ts( c(t(nile[, 2:13])), frequency = 12, start = c(1871, 1) )
# aggregated flow per year
nile_flow <- apply(nile_dt, 1, sum)
plot(ts(nile_flow, frequency = 1, start = 1871) / 1000,
col = "darkblue", lwd = 2.0,
main = "Nile flows 1871 - 1984", ylab = "Flow / 1000")
grid()
# Hurst exponent of yearly Nile flow
hurstexp(nile_flow)
# Simple R/S Hurst estimation: 0.7348662
# Corrected R over S Hurst exponent: 1.041862
# Empirical Hurst exponent: 0.6975531
# Corrected empirical Hurst exponent: 0.7136607
# Theoretical Hurst exponent: 0.5244148
}
}
\keyword{datasets}
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