WiSEBoot: Wild Scale-Enhanced Bootstrap

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Perform the Wild Scale-Enhanced (WiSE) bootstrap. Specifically, the user may supply a single or multiple equally-spaced time series and use the WiSE bootstrap to select a wavelet-smoothed model. Conversely, a pre-selected smooth level may also be specified for the time series. Quantities such as the bootstrap sample of wavelet coefficients, smoothed bootstrap samples, and specific hypothesis testing and confidence region results of the wavelet coefficients may be obtained. Additional functions are available to the user which help format the time series before analysis. This methodology is recommended to aid in model selection and signal extraction. Note: This package specifically uses wavelet bases in the WiSE bootstrap methodology, but the theoretical construct is much more versatile.

Author
Megan Heyman, Snigdhansu Chatterjee
Date of publication
2016-04-03 16:55:59
Maintainer
Megan Heyman <heyma029@umn.edu>
License
GPL-2
Version
1.4.0

View on CRAN

Man pages

CM20N20S150W
AIRS, IPSL, and MIROC5 Data at 150W
CM20N20S60E
AIRS, IPSL, and MIROC5 Data at 60E
deSeasonalize
De-seasonalize daily, monthly, or data series with IDs
padMatrix
Increase data length to the closest power of 2.
padVector
Increase data length to the closest power of 2.
retrieveBootstrapSample
Construct the bootstrap data series from wavelet coefficients
SimulatedSmoothSeries
Simulated Wavelet-Smoothed Series
SimulatedSNR15Series
Simulated Wavelet Signals with SNR=15
SimulatedSNR25Series
Simulated Wavelet Signals with SNR=25
SimulatedSNR5Series
Simulated Wavelet Series with SNR=5
SimulatedSNR9Series
Simulated Wavelet Signals with SNR=9
smoothTimeSeries
Threshold Wavelet Coefficients to Create Smooth Time Series
WiSEBoot
Wild Scale-Enhanced (WiSE) Bootstrap for Model Selection
WiSEBoot-package
Wild Scale-Enhanced (WiSE) Bootstrap
WiSEConfidenceRegion
WiSE Wavelet Coefficients: Linear Confidence Region
WiSEHypothesisTest
WiSE Wavelet Coefficients: Linear Hypothesis Test

Files in this package

WiSEBoot
WiSEBoot/inst
WiSEBoot/inst/doc
WiSEBoot/inst/doc/WiSEBoot_Examples_Vignette.Rnw
WiSEBoot/inst/doc/WiSEBoot_Examples_Vignette.pdf
WiSEBoot/inst/doc/WiSEBoot_Examples_Vignette.R
WiSEBoot/NAMESPACE
WiSEBoot/NEWS
WiSEBoot/data
WiSEBoot/data/SimulatedSNR5Series.RData
WiSEBoot/data/CM20N20S60E.rda
WiSEBoot/data/SimulatedSNR15Series.RData
WiSEBoot/data/CM20N20S150W.rda
WiSEBoot/data/SimulatedSNR9Series.RData
WiSEBoot/data/SimulatedSNR25Series.RData
WiSEBoot/data/SimulatedSmoothSeries.RData
WiSEBoot/R
WiSEBoot/R/deSeasonalize.R
WiSEBoot/R/padVector.R
WiSEBoot/R/WiSEBoot-internal.R
WiSEBoot/R/smoothTimeSeries.R
WiSEBoot/R/WiSEBoot.R
WiSEBoot/R/retrieveBootstrapSample.R
WiSEBoot/R/padMatrix.R
WiSEBoot/R/WiSEHypothesisTest.R
WiSEBoot/R/WiSEConfidenceRegion.R
WiSEBoot/vignettes
WiSEBoot/vignettes/WiSEBoot_Examples_Vignette.Rnw
WiSEBoot/MD5
WiSEBoot/build
WiSEBoot/build/vignette.rds
WiSEBoot/DESCRIPTION
WiSEBoot/man
WiSEBoot/man/SimulatedSNR5Series.Rd
WiSEBoot/man/WiSEConfidenceRegion.Rd
WiSEBoot/man/smoothTimeSeries.Rd
WiSEBoot/man/WiSEBoot-package.Rd
WiSEBoot/man/WiSEHypothesisTest.Rd
WiSEBoot/man/CM20N20S60E.Rd
WiSEBoot/man/CM20N20S150W.Rd
WiSEBoot/man/padMatrix.Rd
WiSEBoot/man/padVector.Rd
WiSEBoot/man/SimulatedSNR15Series.Rd
WiSEBoot/man/SimulatedSmoothSeries.Rd
WiSEBoot/man/SimulatedSNR25Series.Rd
WiSEBoot/man/WiSEBoot.Rd
WiSEBoot/man/retrieveBootstrapSample.Rd
WiSEBoot/man/SimulatedSNR9Series.Rd
WiSEBoot/man/deSeasonalize.Rd