ews.trans: Computation of the Evolutionary Wavelet Spectrum (EWS)
In wbsts: Multiple Change-Point Detection for Nonstationary Time Series
Description
Usage
Arguments
Value
References
Examples
Description
The function computes the EWS from a time series of any (non-dyadic) size by utilising the
maximal overlap discrete wavelet transform; see also W. Constantine and D. Percival (2015).
Usage
1
Arguments
x
The time series.
scales
The wavelet periodogram scales to compute starting from the finest.
Value
The evolutionary wavelet spectral estimate of y.
References
Eric Aldrich (2020), wavelets: Functions for Computing Wavelet Filters, Wavelet Transforms and Multiresolution Analyses.
Examples
1
2
wbsts documentation built on July 1, 2020, 5:23 p.m.
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Description Usage Arguments Value References Examples
Description
The function computes the EWS from a time series of any (non-dyadic) size by utilising the maximal overlap discrete wavelet transform; see also W. Constantine and D. Percival (2015).
Usage
1 |
Arguments
x |
The time series. |
scales |
The wavelet periodogram scales to compute starting from the finest. |
Value
The evolutionary wavelet spectral estimate of y.
References
Eric Aldrich (2020), wavelets: Functions for Computing Wavelet Filters, Wavelet Transforms and Multiresolution Analyses.
Examples
1 2 |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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