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 |

http://www.stats.bris.ac.uk/~guy |

**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.

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
Questions? Problems? Suggestions? Tweet to @rdrrHQ or email at ian@mutexlabs.com.

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