CRAN/E | BootWPTOS

BootWPTOS

Test Stationarity using Bootstrap Wavelet Packet Tests

Installation

About

Provides significance tests for second-order stationarity for time series using bootstrap wavelet packet tests. Provides functionality to visualize the time series with the results of the hypothesis tests superimposed. The methodology is described in Cardinali, A and Nason, G P (2016) "Practical powerful wavelet packet tests for second-order stationarity." Applied and Computational Harmonic Analysis, 44, 558-585 doi:10.1016/j.acha.2016.06.006.

Citation BootWPTOS citation info

Key Metrics

Version 1.2.1
R ≥ 2.0
Published 2022-05-20 713 days ago
Needs compilation? no
License GPL-2
CRAN checks BootWPTOS results

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Maintainer

Maintainer

Guy Nason

g.nason@imperial.ac.uk

Authors

Guy Nason

aut / cre

Alessandro Cardinali

aut

Material

Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

BootWPTOS archive

Depends

R ≥ 2.0
wavethresh
tseries