littlevar

Computes a variance estimate for <code>hwtos2</code>
	Merely takes a wavelet periodogram (actually <code>wd</code> class
	object), and a level argument. Then extracts the wavelet periodogram
	coefficients at that level and returns twice the mean of their
	squares.

manip

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>.

Guy Nason

locits

Test of Stationarity and Localized Autocovariance

littlevar function

<dl> <dt>WP</dt>
<dd>The wavelet periodogram that you wish to analyze (actually
	a <code>wd</code> class object, <code>type="station"</code></dd> <dt>ll</dt>
<dd>A valid level for the periodogram</dd></dl>

Arguments

Author

Subsidiary helper function for hwtos2 — littlevar

<dl>

 <dt>WP</dt>
<dd>The wavelet periodogram that you wish to analyze (actually
	a <code>wd</code> class object, <code>type="station"</code></dd>

 <dt>ll</dt>
<dd>A valid level for the periodogram</dd>

</dl>

littlevar: Subsidiary helper function for hwtos2

Description

Usage

Value

Arguments

Author

References

See Also

Examples