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TrendLSW: Wavelet Methods for Analysing Locally Stationary Time Series
Fitting models for, and simulation of, trend locally stationary wavelet (TLSW) time series models, which take account of time-varying trend and dependence structure in a univariate time series. The TLSW model, and its estimation, is described in McGonigle, Killick and Nunes (2022a) <doi:10.1111/jtsa.12643>, (2022b) <doi:10.1214/22-EJS2044>. New users will likely want to start with the TLSW function.
Getting started
Browse package contents
Package details |
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| Author | Euan T. McGonigle [aut, cre], Rebecca Killick [aut], Matthew Nunes [aut] |
| Maintainer | Euan T. McGonigle <e.t.mcgonigle@soton.ac.uk> |
| License | GPL (>= 3) |
| Version | 1.0.2 |
| URL | https://github.com/EuanMcGonigle/TrendLSW |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
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