WiSEBoot: Wild Scale-Enhanced Bootstrap

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.

AuthorMegan Heyman, Snigdhansu Chatterjee
Date of publication2016-04-03 16:55:59
MaintainerMegan Heyman <heyma029@umn.edu>
LicenseGPL-2
Version1.4.0

View on CRAN

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

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

All documentation is copyright its authors; we didn't write any of that.