Package: hwwntest 1.3.2

hwwntest: Tests of White Noise using Wavelets

Provides methods to test whether time series is consistent with white noise. Two new tests based on Haar wavelets and general wavelets described by Nason and Savchev (2014) <doi:10.1002/sta4.69> are provided and, for comparison purposes this package also implements the B test of Bartlett (1967) <doi:10.2307/2333850>. Functionality is provided to compute an approximation to the theoretical power of the general wavelet test in the case of general ARMA alternatives.

Authors:Delyan Savchev [aut], Guy Nason [aut, cre]

hwwntest_1.3.2.tar.gz
hwwntest_1.3.2.zip(r-4.7-any)hwwntest_1.3.2.zip(r-4.6-any)hwwntest_1.3.2.zip(r-4.5-any)
hwwntest_1.3.2.tgz(r-4.6-any)hwwntest_1.3.2.tgz(r-4.5-any)
hwwntest_1.3.2.tar.gz(r-4.7-any)hwwntest_1.3.2.tar.gz(r-4.6-any)
hwwntest_1.3.2.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
hwwntest/json (API)

# Install 'hwwntest' in R:
install.packages('hwwntest', repos = c('https://guynason.r-universe.dev', 'https://cloud.r-project.org'))

On CRAN:

Conda:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.45 score 1 stars 28 scripts 373 downloads 16 exports 3 dependencies

Last updated from:e7c937e66c. Checks:9 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-develOK88
source / vignettesOK133
linux-releaseOK98
macos-releaseOK98
macos-oldrelOK85
windows-develOK60
windows-releaseOK68
windows-oldrelOK72
wasm-releaseOK74

Exports:bartlettB.testcompute.rejectioncumperiodd00.testgenwwn.powerplotgenwwn.testgenwwn.thpowerhwwn.dwhwwn.testhywavwn.testhywn.testMacdonaldsqcoefvecsqndwdsqndwdecompsqwd

Dependencies:MASSpolynomwavethresh