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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 <doi:10.1016/j.acha.2016.06.006>.
| Version: | 1.2.1 |
| Depends: | R (≥ 2.0), wavethresh, tseries |
| Published: | 2022-05-20 |
| DOI: | 10.32614/CRAN.package.BootWPTOS |
| Author: | Guy Nason [aut, cre], Alessandro Cardinali [aut] |
| Maintainer: | Guy Nason <g.nason at imperial.ac.uk> |
| License: | GPL-2 |
| NeedsCompilation: | no |
| Citation: | BootWPTOS citation info |
| CRAN checks: | BootWPTOS results |
| Reference manual: | BootWPTOS.pdf |
| Package source: | BootWPTOS_1.2.1.tar.gz |
| Windows binaries: | r-devel: BootWPTOS_1.2.1.zip, r-release: BootWPTOS_1.2.1.zip, r-oldrel: BootWPTOS_1.2.1.zip |
| macOS binaries: | r-release (arm64): BootWPTOS_1.2.1.tgz, r-oldrel (arm64): BootWPTOS_1.2.1.tgz, r-release (x86_64): BootWPTOS_1.2.1.tgz, r-oldrel (x86_64): BootWPTOS_1.2.1.tgz |
| Old sources: | BootWPTOS archive |
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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.