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

Install the latest version of this package by entering the following in R:

`install.packages("hwwntest")`

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 |

**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.

bartlettB.test | Man page |

compute.rejection | Man page |

cumperiod | Man page |

d00.test | Man page |

genwwn.powerplot | Man page |

genwwn.test | Man page |

genwwn.thpower | Man page |

hwwn.dw | Man page |

hwwntest | Man page |

hwwn.test | Man page |

hwwntest-package | Man page |

hywavwn.test | Man page |

hywn.test | Man page |

Macdonald | Man page |

sqcoefvec | Man page |

sqndwd | Man page |

sqndwdecomp | Man page |

sqwd | Man page |

inst

inst/CHANGES

NAMESPACE

R

R/sqwd.R
R/sqndwdecomp.R
R/hwwntest-internal.R
R/d00.test.R
R/genwwn.test.R
R/compute.rejection.R
R/hwwn.test.R
R/genwwn.thpower.R
R/hywn.test.R
R/hywavwn.test.R
R/bartlettB.test.R
R/hwwn.dw.R
R/cumperiod.R
R/Macdonald.R
R/sqndwd.R
R/sqcoefvec.R
R/genwwn.powerplot.R
MD5

DESCRIPTION

man

man/hywavwn.test.Rd
man/hwwn.test.Rd
man/sqwd.Rd
man/bartlettB.test.Rd
man/genwwn.powerplot.Rd
man/genwwn.test.Rd
man/d00.test.Rd
man/cumperiod.Rd
man/compute.rejection.Rd
man/hywn.test.Rd
man/Macdonald.Rd
man/sqndwd.Rd
man/sqcoefvec.Rd
man/sqndwdecomp.Rd
man/hwwntest-package.Rd
man/genwwn.thpower.Rd
man/hwwn.dw.Rd
Questions? Problems? Suggestions? Tweet to @rdrrHQ or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

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

Embedding an R snippet on your website

Add the following code to your website.

For more information on customizing the embed code, read Embedding Snippets.