Simulation and Spectral Estimation of Locally Stationary Wavelet Packet Processes
Auto Convolution
Best basis selection from a dyadic tree
Wavelet Packet Basis for a single scale
Wavelet Packet indices for a Wavelet Basis
Estimate an LSWP basis by penalised least squares
LSWPlib Package
Simulation of LSWP processes
Locally Stationary Wavelet Packet Spectral Estimation
Wavelet Packet Marginal Spectra
Plot for Objects of Class LSWPspec
Summary method for Objects of Class LSWPbasis
Library of functions for the statistical analysis and simulation of Locally Stationary Wavelet Packet (LSWP) processes. The methods implemented by this library are described in Cardinali and Nason (2017) <doi:10.1111/jtsa.12230>.