locits: Test of Stationarity and Localized Autocovariance

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Provides test of second-order stationarity for time series (for dyadic and arbitrary-n length data). Provides localized autocovariance, with confidence intervals, for locally stationary (nonstationary) time series.

Author
Guy Nason [aut, cre]
Date of publication
2016-11-14 20:54:43
Maintainer
Guy Nason <g.p.nason@bristol.ac.uk>
License
GPL-2
Version
1.7.3
URLs

View on CRAN

Man pages

AutoBestBW
Choose a good bandwidth for running mean smoothing of a EWS...
covI
Compute the covariance between two wavelet periodogram...
covIwrap
A wrapper for the covI function.
Cvarip2
Computes variance of Haar wavelet coefficients of wavelet...
EstBetaCov
Compute estimate of wavelet periodogram and the estimate's...
ewspec3
Compute evolutionary wavelet spectrum of a time series.
ewspecHaarNonPer
Compute evolutionary wavelet spectrum (EWS) estimate based on...
getridofendNA
Replaces all NAs in vector by 0
HwdS
Compute the non-decimated Haar wavelet transform without...
hwt
Compute a Haar wavelet transform for data of arbitrary n...
hwtos
Haar wavelet test for (second-order) stationarity for...
hwtos2
Test of second-order stationarity using wavelets.
idlastzero
Return the index of the last zero in a vector
lacf
Compute localized autocovariance.
littlevar
Subsidiary helper function for hwtos2
locits-package
New test of second-order stationarity and confidence...
mkcoef
Compute discrete wavelets.
plot.hwtANYN
Plots the transform contained in an 'hwtANYN' object.
plot.lacf
Plot localized autocovariance (lacf) object.
plot.lacfCI
Plot confidence intervals for localized autocovariance for...
plot.tos
Produces a graphical representation of the results of a test...
plot.tosANYN
Produces a graphical representation of the results of a test...
print.hwtANYN
Print out a 'hwtANYN' class object, eg from the 'link{hwt}'...
print.lacf
Print lacf class object
print.lacfCI
Print basic information about a 'lacfCI' object.
print.tos
Print out a 'tos' class object, eg from the 'link{hwtos2}'...
print.tosANYN
Print out a 'tosANYN' class object, eg from the 'link{hwtos}'...
runmean
Compute a running mean of a vector
Rvarlacf
Compute confidence intervals for localized autocovariance for...
StoreStatistics
Interogates calculation store to see how well we are reusing...
summary.hwtANYN
Summarize the results of a Haar wavelet transform object...
summary.lacf
Summarizes a lacf object
summary.lacfCI
Produce a brief summary of the contents of a 'lacfCI' object
summary.tos
Summarize the results of a test of stationarity contained i a...
summary.tosANYN
Summarize the results of a test of stationarity contained in...
tvar1sim
Simulate a realization from a particular TVAR(1) model.
varip2
Direct computation of estimate of variance of v_ip, the Haar...
whichlevel
Helper routine for 'mkcoef'
zeropad
Intersperse zeroes in a vector.

Files in this package

locits
locits/inst
locits/inst/CITATION
locits/inst/CHANGES
locits/src
locits/src/CPkPlj.c
locits/src/CcovI.c
locits/NAMESPACE
locits/R
locits/R/mkcoef.R
locits/R/hwtos.R
locits/R/plot.lacfCI.R
locits/R/ewspecHaarNonPer.R
locits/R/print.tos.R
locits/R/tvar1sim.R
locits/R/hwtos2.R
locits/R/covI.R
locits/R/covIwrap.R
locits/R/plot.hwtANYN.R
locits/R/summary.hwtANYN.R
locits/R/getridofendNA.R
locits/R/AutoBestBW.R
locits/R/whichlevel.R
locits/R/plot.lacf.R
locits/R/varip2.R
locits/R/ewspec3.R
locits/R/print.lacfCI.R
locits/R/Cvarip2.R
locits/R/summary.tos.R
locits/R/EstBetaCov.R
locits/R/hwt.R
locits/R/summary.tosANYN.R
locits/R/lacf.R
locits/R/runmean.R
locits/R/plot.tosANYN.R
locits/R/Rvarlacf.R
locits/R/print.lacf.R
locits/R/HwdS.R
locits/R/StoreStatistics.R
locits/R/summary.lacfCI.R
locits/R/summary.lacf.R
locits/R/zeropad.R
locits/R/idlastzero.R
locits/R/plot.tos.R
locits/R/littlevar.R
locits/R/print.hwtANYN.R
locits/R/print.tosANYN.R
locits/MD5
locits/DESCRIPTION
locits/man
locits/man/summary.hwtANYN.Rd
locits/man/print.lacfCI.Rd
locits/man/hwtos2.Rd
locits/man/plot.tos.Rd
locits/man/plot.hwtANYN.Rd
locits/man/AutoBestBW.Rd
locits/man/summary.lacfCI.Rd
locits/man/whichlevel.Rd
locits/man/idlastzero.Rd
locits/man/ewspec3.Rd
locits/man/plot.tosANYN.Rd
locits/man/print.tosANYN.Rd
locits/man/locits-package.Rd
locits/man/mkcoef.Rd
locits/man/runmean.Rd
locits/man/tvar1sim.Rd
locits/man/plot.lacfCI.Rd
locits/man/ewspecHaarNonPer.Rd
locits/man/Rvarlacf.Rd
locits/man/plot.lacf.Rd
locits/man/lacf.Rd
locits/man/print.hwtANYN.Rd
locits/man/getridofendNA.Rd
locits/man/covI.Rd
locits/man/hwtos.Rd
locits/man/covIwrap.Rd
locits/man/StoreStatistics.Rd
locits/man/zeropad.Rd
locits/man/varip2.Rd
locits/man/hwt.Rd
locits/man/print.lacf.Rd
locits/man/HwdS.Rd
locits/man/EstBetaCov.Rd
locits/man/print.tos.Rd
locits/man/Cvarip2.Rd
locits/man/summary.tos.Rd
locits/man/summary.lacf.Rd
locits/man/littlevar.Rd
locits/man/summary.tosANYN.Rd