LSWPlib: Simulation and Spectral Estimation of Locally Stationary Wavelet Packet Processes

Library of functions for the statistical analysis and simulation of Locally Stationary Wavelet Packet (LSWP) processes. The methods implemented by this library are described in Cardinali and Nason (2017) <doi:10.1111/jtsa.12230>.

Getting started

Package details

AuthorAlessandro Cardinali [aut, cre], Guy Nason [aut]
MaintainerAlessandro Cardinali <alessandro.cardinali@plymouth.ac.uk>
LicenseGPL-3
Version0.1.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("LSWPlib")

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LSWPlib documentation built on March 18, 2022, 6:55 p.m.