Test of Stationarity and Localized Autocovariance

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. |

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