hwwntest: Tests of White Noise using Wavelets

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Provides methods to test whether time series is consistent with white noise.

Author
Delyan Savchev [aut], Guy Nason [aut, cre]
Date of publication
2015-01-13 00:18:30
Maintainer
Guy Nason <g.p.nason@bristol.ac.uk>
License
GPL-2
Version
1.3

View on CRAN

Man pages

bartlettB.test
Bartlett's B test for white noise
compute.rejection
Function to compute empirical size or power for various tests...
cumperiod
Compute cumulative normalized periodogram.
d00.test
Test for white noise based on the coarsest scale Haar wavelet...
genwwn.powerplot
Plot (approximation) to the theoretical power of the...
genwwn.test
White noise test using general wavelets.
genwwn.thpower
Compute (approximation) to the theoretical power of the...
hwwn.dw
Compute discrete wavelets
hwwn.test
Perform a test for white noise on a time series.
hwwntest-package
Performs hypothesis tests for white noise for time series...
hywavwn.test
Hybrid wavelet test of white noise.
hywn.test
Hybrid of Box-Ljung test, Bartlett B test, Haar wavelet and...
Macdonald
Compute the Macdonald density function for a specified...
sqcoefvec
Compute coefficients required for approximaing the wavelet...
sqndwd
Compute the non-decimated squared wavelet transform.
sqndwdecomp
Brute-force calculation of the non-decimated squared wavelet...
sqwd
Compute expansion with respect to squared wavelets.

Files in this package

hwwntest
hwwntest/inst
hwwntest/inst/CHANGES
hwwntest/NAMESPACE
hwwntest/R
hwwntest/R/sqwd.R
hwwntest/R/sqndwdecomp.R
hwwntest/R/hwwntest-internal.R
hwwntest/R/d00.test.R
hwwntest/R/genwwn.test.R
hwwntest/R/compute.rejection.R
hwwntest/R/hwwn.test.R
hwwntest/R/genwwn.thpower.R
hwwntest/R/hywn.test.R
hwwntest/R/hywavwn.test.R
hwwntest/R/bartlettB.test.R
hwwntest/R/hwwn.dw.R
hwwntest/R/cumperiod.R
hwwntest/R/Macdonald.R
hwwntest/R/sqndwd.R
hwwntest/R/sqcoefvec.R
hwwntest/R/genwwn.powerplot.R
hwwntest/MD5
hwwntest/DESCRIPTION
hwwntest/man
hwwntest/man/hywavwn.test.Rd
hwwntest/man/hwwn.test.Rd
hwwntest/man/sqwd.Rd
hwwntest/man/bartlettB.test.Rd
hwwntest/man/genwwn.powerplot.Rd
hwwntest/man/genwwn.test.Rd
hwwntest/man/d00.test.Rd
hwwntest/man/cumperiod.Rd
hwwntest/man/compute.rejection.Rd
hwwntest/man/hywn.test.Rd
hwwntest/man/Macdonald.Rd
hwwntest/man/sqndwd.Rd
hwwntest/man/sqcoefvec.Rd
hwwntest/man/sqndwdecomp.Rd
hwwntest/man/hwwntest-package.Rd
hwwntest/man/genwwn.thpower.Rd
hwwntest/man/hwwn.dw.Rd