BootWPTOS: Test Stationarity using Bootstrap Wavelet Packet Tests

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

Author
Guy Nason [aut, cre], Alessandro Cardinali [aut]
Date of publication
2016-06-30 18:16:08
Maintainer
Guy Nason <g.p.nason@bristol.ac.uk>
License
GPL-2
Version
1.2
URLs

View on CRAN

Man pages

BootWPTOS
Compute test of stationarity for time series via bootstrap...
BootWPTOS-package
Bootstrap Wavelet Packet Tests of Stationarity
plot.toswp
Plot 'toswp' class object.
print.toswp
Print 'toswp' class object.
summary.toswp
Summarize a 'toswp' class object.
WPTOSpickout
Find nonstationarities in a time series
WPts
Compute wavelet packet test statistic for test of...

Files in this package

BootWPTOS
BootWPTOS/inst
BootWPTOS/inst/CITATION
BootWPTOS/inst/CHANGES
BootWPTOS/NAMESPACE
BootWPTOS/R
BootWPTOS/R/BootWPTOS.R
BootWPTOS/R/WPTOSpickout.R
BootWPTOS/R/summary.toswp.R
BootWPTOS/R/plot.toswp.R
BootWPTOS/R/print.toswp.R
BootWPTOS/R/WPts.R
BootWPTOS/MD5
BootWPTOS/DESCRIPTION
BootWPTOS/man
BootWPTOS/man/BootWPTOS.Rd
BootWPTOS/man/plot.toswp.Rd
BootWPTOS/man/WPts.Rd
BootWPTOS/man/summary.toswp.Rd
BootWPTOS/man/print.toswp.Rd
BootWPTOS/man/BootWPTOS-package.Rd
BootWPTOS/man/WPTOSpickout.Rd