WiSEBoot: Wild Scale-Enhanced Bootstrap
Version 1.4.0

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
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("WiSEBoot")

Getting started

Package overview

Popular man pages

deSeasonalize: De-seasonalize daily, monthly, or data series with IDs
padVector: Increase data length to the closest power of 2.
retrieveBootstrapSample: Construct the bootstrap data series from wavelet coefficients
SimulatedSNR25Series: Simulated Wavelet Signals with SNR=25
smoothTimeSeries: Threshold Wavelet Coefficients to Create Smooth Time Series
WiSEConfidenceRegion: WiSE Wavelet Coefficients: Linear Confidence Region
WiSEHypothesisTest: WiSE Wavelet Coefficients: Linear Hypothesis Test
See all...

All man pages Function index File listing

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

Functions

CM20N20S150W Man page
CM20N20S60E Man page
SimulatedSNR15Series Man page
SimulatedSNR25Series Man page
SimulatedSNR5Series Man page
SimulatedSNR9Series Man page
SimulatedSmoothSeries Man page
WiSEBoot Man page Source code
WiSEBoot-package Man page
WiSEConfidenceRegion Man page Source code
WiSEHypothesisTest Man page Source code
deSeasonalize Man page Source code
padMatrix Man page Source code
padVector Man page Source code
retrieveBootstrapSample Man page Source code
smoothTimeSeries Man page Source code

Files

inst
inst/doc
inst/doc/WiSEBoot_Examples_Vignette.Rnw
inst/doc/WiSEBoot_Examples_Vignette.pdf
inst/doc/WiSEBoot_Examples_Vignette.R
NAMESPACE
NEWS
data
data/SimulatedSNR5Series.RData
data/CM20N20S60E.rda
data/SimulatedSNR15Series.RData
data/CM20N20S150W.rda
data/SimulatedSNR9Series.RData
data/SimulatedSNR25Series.RData
data/SimulatedSmoothSeries.RData
R
R/deSeasonalize.R
R/padVector.R
R/WiSEBoot-internal.R
R/smoothTimeSeries.R
R/WiSEBoot.R
R/retrieveBootstrapSample.R
R/padMatrix.R
R/WiSEHypothesisTest.R
R/WiSEConfidenceRegion.R
vignettes
vignettes/WiSEBoot_Examples_Vignette.Rnw
MD5
build
build/vignette.rds
DESCRIPTION
man
man/SimulatedSNR5Series.Rd
man/WiSEConfidenceRegion.Rd
man/smoothTimeSeries.Rd
man/WiSEBoot-package.Rd
man/WiSEHypothesisTest.Rd
man/CM20N20S60E.Rd
man/CM20N20S150W.Rd
man/padMatrix.Rd
man/padVector.Rd
man/SimulatedSNR15Series.Rd
man/SimulatedSmoothSeries.Rd
man/SimulatedSNR25Series.Rd
man/WiSEBoot.Rd
man/retrieveBootstrapSample.Rd
man/SimulatedSNR9Series.Rd
man/deSeasonalize.Rd
WiSEBoot documentation built on May 20, 2017, 1:14 a.m.

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