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Add Fisher's exact G test #12

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karoliskoncevicius opened this issue Jan 30, 2020 · 0 comments
Open

Add Fisher's exact G test #12

karoliskoncevicius opened this issue Jan 30, 2020 · 0 comments
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@karoliskoncevicius
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Fisher's exact G test is used to test the null hypothesis of Gaussian white noise against the alternative of an added deterministic periodic component in a timeseries.

In R the test is implemented by fisher.g.test function in a GeneTS package. It should be useful for detecting hidden periodicities.
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