robustperiodic

A general-purpose robust testing procedure for finding periodic sequences in multiple time series data. Robustperiodic is based on a spectral estimator which is incorporated into the hypothesis testing framework using a so-called g-statistic together with correction for multiple testing. This results in a robust testing procedure which is insensitive to heavy contamination of outliers, missing-values, short time series, nonlinear distortions, and is completely insensitive to any monotone nonlinear distortions.