Man pages for LSWPlib
Simulation and Spectral Estimation of Locally Stationary Wavelet Packet Processes

autoconvAuto Convolution
best.basisBest basis selection from a dyadic tree
get.flat.basisWavelet Packet Basis for a single scale
get.wavelet.basisWavelet Packet indices for a Wavelet Basis
LSWPbasisEstimate an LSWP basis by penalised least squares
LSWPlibLSWPlib Package
LSWPsimSimulation of LSWP processes
LSWPspecLocally Stationary Wavelet Packet Spectral Estimation
marg.specWavelet Packet Marginal Spectra
plot.LSWPspecPlot for Objects of Class LSWPspec
sp500Daily log-returns for the S&P 500 stock index.
summary.LSWPbasisSummary method for Objects of Class LSWPbasis
LSWPlib documentation built on March 18, 2022, 6:55 p.m.