Tests of White Noise using Wavelets

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. |

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