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BootWPTOS (version 1.2.1)

Test Stationarity using Bootstrap Wavelet Packet Tests

Description

Provides significance tests for second-order stationarity for time series using bootstrap wavelet packet tests. Provides functionality to visualize the time series with the results of the hypothesis tests superimposed. The methodology is described in Cardinali, A and Nason, G P (2016) "Practical powerful wavelet packet tests for second-order stationarity." Applied and Computational Harmonic Analysis, 44, 558-585 .

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Version

Install

install.packages('BootWPTOS')

Monthly Downloads

175

Version

1.2.1

License

GPL-2

Maintainer

Guy Nason

Last Published

May 20th, 2022

Functions in BootWPTOS (1.2.1)

BootWPTOS

Compute test of stationarity for time series via bootstrap wavelet packet method.
print.toswp

Print toswp class object.
summary.toswp

Summarize a toswp class object.
WPTOSpickout

Find nonstationarities in a time series
plot.toswp

Plot toswp class object.
WPts

Compute wavelet packet test statistic for test of stationarity.
BootWPTOS-package

Bootstrap Wavelet Packet Tests of Stationarity