[R] autocorrelation test

Spencer Graves
Tue, 20 Dec 2005 01:29:04 -0000

I'm not certain I understand your question.  However, I did the
following as I thought it might produce something that you could use:

	  > RSiteSearch("vector field correlation")

	  This produced 25 hits, several of which might interest you.  In
particular, I wonder of you could use the function "loglik.GRF in the
geoR package?  This computes "Log-Likelihood for a Gaussian Random
Field"
(http://finzi.psych.upenn.edu/R/library/geoR/html/loglik.GRF.html).  If
you fit two nested models and compute this for both, then you can
compute from these numbers 2*log(likelihood ratio).  Standard asymptotic
theory says that in many situations, this number will be be distributed
approximately chi-square with degrees of freedom equal to the difference
in the number of parameters estimated in the two models.

	  If you'd like further help from this list, please submit another
question.  Before you do, however, I suggest you read the posting guide!
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that posts more consistent with this guide tend to receive quicker, more
useful replies.

	  hope this helps.
	  spencer graves

Poizot Emmanuel wrote:

> Hi all,
>
> I would like to test the relevance of a vector field (i.e. if the
> vectors are organized or not).
> To do so, I would like to use an autocorrelation test, so that I have
> two questions:
> - is the Watson test applicable to that perpuse ?
> - is the kuiper test applicable to that purpuse ?
>
> Regards
>
> ------------------------------------------------
> Emmanuel Poizot
> Cnam/Intechmer
> B.P. 324
> 50103 Cherbourg Cedex
>
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