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Fitting models for, and simulation of, trend locally stationary wavelet (TLSW) time series models, which take account of time-varying trend and dependence structure in a univariate time series. The TLSW model, and its estimation, is described in McGonigle, Killick and Nunes (2022a) <doi:10.1111/jtsa.12643>, (2022b) <doi:10.1214/22-EJS2044>. New users will likely want to start with the TLSW function.
Version: | 1.0.2 |
Depends: | R (≥ 4.1.0) |
Imports: | wavethresh, locits |
Suggests: | testthat (≥ 3.0.0), vdiffr |
Published: | 2024-04-30 |
DOI: | 10.32614/CRAN.package.TrendLSW |
Author: | Euan T. McGonigle [aut, cre], Rebecca Killick [aut], Matthew Nunes [aut] |
Maintainer: | Euan T. McGonigle <e.t.mcgonigle at soton.ac.uk> |
BugReports: | https://github.com/EuanMcGonigle/TrendLSW/issues |
License: | GPL (≥ 3) |
URL: | https://github.com/EuanMcGonigle/TrendLSW |
NeedsCompilation: | no |
Materials: | README NEWS |
CRAN checks: | TrendLSW results |
Reference manual: | TrendLSW.pdf |
Package source: | TrendLSW_1.0.2.tar.gz |
Windows binaries: | r-devel: TrendLSW_1.0.2.zip, r-release: TrendLSW_1.0.2.zip, r-oldrel: TrendLSW_1.0.2.zip |
macOS binaries: | r-release (arm64): TrendLSW_1.0.2.tgz, r-oldrel (arm64): TrendLSW_1.0.2.tgz, r-release (x86_64): TrendLSW_1.0.2.tgz, r-oldrel (x86_64): TrendLSW_1.0.2.tgz |
Old sources: | TrendLSW 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.