Package: BootWPTOS 1.2.1
BootWPTOS: Test Stationarity using Bootstrap Wavelet Packet Tests
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>.
Authors:
BootWPTOS_1.2.1.tar.gz
BootWPTOS_1.2.1.zip(r-4.7)BootWPTOS_1.2.1.zip(r-4.6)BootWPTOS_1.2.1.zip(r-4.5)
BootWPTOS_1.2.1.tgz(r-4.6-any)BootWPTOS_1.2.1.tgz(r-4.5-any)
BootWPTOS_1.2.1.tar.gz(r-4.7-any)BootWPTOS_1.2.1.tar.gz(r-4.6-any)
BootWPTOS_1.2.1.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
BootWPTOS/json (API)
| # Install 'BootWPTOS' in R: |
| install.packages('BootWPTOS', repos = c('https://guynason.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated from:345d143c84. Checks:9 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-x86_64 | OK | 104 | ||
| source / vignettes | OK | 154 | ||
| linux-release-x86_64 | OK | 100 | ||
| macos-release-arm64 | OK | 98 | ||
| macos-oldrel-arm64 | OK | 85 | ||
| windows-devel | OK | 84 | ||
| windows-release | OK | 70 | ||
| windows-oldrel | OK | 59 | ||
| wasm-release | OK | 95 |
Exports:BootWPTOSplot.toswpprint.toswpsummary.toswpWPTOSpickoutWPts
Dependencies:curljsonlitelatticeMASSquadprogquantmodtseriesTTRwavethreshxtszoo
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Bootstrap Wavelet Packet Tests of Stationarity | BootWPTOS-package |
| Compute test of stationarity for time series via bootstrap wavelet packet method. | BootWPTOS |
| Plot 'toswp' class object. | plot.toswp |
| Print 'toswp' class object. | print.toswp |
| Summarize a 'toswp' class object. | summary.toswp |
| Find nonstationarities in a time series | WPTOSpickout |
| Compute wavelet packet test statistic for test of stationarity. | WPts |
