Test of Stationarity and Localized Autocovariance
Choose a good bandwidth for running mean smoothing of a EWS spectral e...
Compute the covariance between two wavelet periodogram ordinates at th...
A wrapper for the covI function.
Computes variance of Haar wavelet coefficients of wavelet periodogram ...
Compute estimate of wavelet periodogram and the estimate's covariance ...
Compute evolutionary wavelet spectrum of a time series.
Compute evolutionary wavelet spectrum (EWS) estimate based on the Haar...
Replaces all NAs in vector by 0
Compute the non-decimated Haar wavelet transform without using periodi...
Compute a Haar wavelet transform for data of arbitrary n length
Haar wavelet test for (second-order) stationarity for arbitrary length...
Test of second-order stationarity using wavelets.
Return the index of the last zero in a vector
Compute localized autocovariance.
Subsidiary helper function for hwtos2
New test of second-order stationarity and confidence intervals for loc...
Compute discrete wavelets.
Plots the transform contained in an hwtANYN object.
Plot localized autocovariance (lacf) object.
Plot confidence intervals for localized autocovariance for locally sta...
Produces a graphical representation of the results of a test of statio...
Produces a graphical representation of the results of a test of statio...
Print out a hwtANYN class object, eg from the link{hwt}function.
Print lacf class object
Print basic information about a lacfCI object.
Print out a tos class object, eg from the link{hwtos2}function.
Print out a tosANYN class object, eg from the link{hwtos}function.
Compute a running mean of a vector
Compute confidence intervals for localized autocovariance for locally ...
Interogates calculation store to see how well we are reusing previous ...
Summarize the results of a Haar wavelet transform object computed from...
Summarizes a lacf object
Produce a brief summary of the contents of a lacfCI object
Summarize the results of a test of stationarity contained i a tos ob...
Summarize the results of a test of stationarity contained in an `tosAN...
Simulate a realization from a particular TVAR(1) model.
Direct computation of estimate of variance of v_ip, the Haar wavelet c...
Helper routine for mkcoef
Intersperse zeroes in a vector.
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. See Nason, G P (2013) "A test for second-order stationarity and approximate confidence intervals for localized autocovariance for locally stationary time series." Journal of the Royal Statistical Society, Series B, 75, 879-904. <doi:10.1111/rssb.12015>.