Wavelet Variance

ACF | Auto-Covariance and Correlation Functions |

acf_sum | Helper Function for ARMA to WV Approximation |

ar1_to_wv | AR(1) process to WV |

arma11_to_wv | ARMA(1,1) to WV |

ARMAacf_cpp | Compute Theoretical ACF for an ARMA Process |

ARMAtoMA_cpp | Converting an ARMA Process to an Infinite MA Process |

arma_to_wv | ARMA process to WV |

arma_to_wv_app | ARMA process to WV Approximation |

av_ar1 | Calculate Theoretical Allan Variance for Stationary... |

av_wn | Calculate Theoretical Allan Variance for Stationary White... |

batch_modwt_wvar_cpp | Computes the MO/DWT wavelet variance for multiple processes |

cfilter | Time Series Convolution Filters |

ci_eta3 | Generate eta3 confidence interval |

ci_eta3_robust | Generate eta3 robust confidence interval |

ci_wave_variance | Generate a Confidence interval for a Univariate Time Series |

compare_wvar | Comparison Between Multiple Wavelet Variances |

compare_wvar_no_split | Combined Plot Comparison Between Multiple Wavelet Variances |

compare_wvar_split | Multi-Plot Comparison Between Multiple Wavelet Variances |

create_wvar | Create a 'wvar' object |

decomp_theoretical_wv | Each Models Process Decomposed to WV |

decomp_to_theo_wv | Decomposed WV to Single WV |

dft_acf | Discrete Fourier Transformation for Autocovariance Function |

diff_cpp | Lagged Differences in Armadillo |

diff_inv | Discrete Intergral: Inverse Difference |

dot-acf | Auto-Covariance and Correlation Functions |

dr_to_wv | Drift to WV |

dwt | Discrete Wavelet Transform |

dwt_cpp | Discrete Wavelet Transform |

ma1_to_wv | Moving Average Order 1 (MA(1)) to WV |

mean_diff | Mean of the First Difference of the Data |

modwt | Maximum Overlap Discrete Wavelet Transform |

modwt_cpp | Maximum Overlap Discrete Wavelet Transform |

modwt_wvar_cpp | Computes the (MODWT) wavelet variance |

num_rep | Replicate a Vector of Elements n times |

plot.ACF | Auto-Covariance and Correlation Functions |

plot.dwt | Plot Discrete Wavelet Transform |

plot.modwt | Plot Maximum Overlap Discrete Wavelet Transform |

plot.wccv_pair | Plot Cross Covariance Pair |

plot.wvar | Plot Wavelet Variances |

print.dwt | Print Discrete Wavelet Transform |

print.modwt | Print Maximum Overlap Discrete Wavelet Transform |

print.wvar | Print Wavelet Variances |

qn_to_wv | Quantisation Noise (QN) to WV |

quantile_cpp | Find Quantiles |

rfilter | Time Series Recursive Filters |

robust_eda | Comparison between classical and robust Wavelet Variances |

rw_to_wv | Random Walk to WV |

sarma_calculate_spadding | Calculates Length of Seasonal Padding |

sarma_components | Determine parameter expansion based upon objdesc |

sarma_expand | Expand Parameters for an SARMA object |

sarma_expand_unguided | (Internal) Expand the SARMA Parameters |

sarma_objdesc | Create the ts.model obj.desc given split values |

sarma_params_construct | Efficient way to merge items together |

scales_cpp | Computes the MODWT scales |

seq_cpp | Generate a sequence of values |

seq_len_cpp | Generate a sequence of values based on supplied number |

sp_hfilter | Haar filter for a spatial case |

sp_modwt_cpp | Compute the Spatial Wavelet Coefficients |

summary.dwt | Summary Discrete Wavelet Transform |

summary.modwt | Summary Maximum Overlap Discrete Wavelet Transform |

summary.wvar | Summary of Wavelet Variances |

theoretical_wv | Model Process to WV |

unitConversion | Convert Unit of Time Series Data |

wave_variance | Generate a Wave Variance for a Univariate Time Series |

wccv | Cross Covariance of Matrix |

wccv_get_y | Mapping to log10 scale |

wccv_pair | Cross Covariance of a TS Pair |

wn_to_wv | Gaussian White Noise to WV |

wv | wv |

wvar | Wavelet Variance |

wvar_cpp | Computes the (MODWT) wavelet variance |

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