BootWPTOS: Test Stationarity using Bootstrap Wavelet Packet Tests

Provides significance tests for second-order stationarity for time series using bootstrap wavelet packet tests.

Package details

AuthorGuy Nason [aut, cre], Alessandro Cardinali [aut]
MaintainerGuy Nason <[email protected]>
LicenseGPL-2
Version1.2
URL http://www.stats.bris.ac.uk/~guy
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("BootWPTOS")

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BootWPTOS documentation built on May 1, 2019, 8:47 p.m.