Package: hwwntest
Type: Package
Title: Tests of White Noise using Wavelets
Version: 1.3.2
Date: 2023-09-06
Authors@R: c(person("Delyan", "Savchev",
        role=c("aut"),email="madbss@bristol.ac.uk"),
				person("Guy", "Nason", role=c("aut","cre"),
				email="g.nason@imperial.ac.uk"))
Description: 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.
Depends: R(>= 3.3)
Imports: parallel, polynom, wavethresh
License: GPL-2
NeedsCompilation: no
Packaged: 2026-10-07 10:23:12 UTC; root
Author: Delyan Savchev [aut], Guy Nason [aut, cre]
Maintainer: Guy Nason <g.nason@imperial.ac.uk>
Repository: https://guynason.r-universe.dev
Date/Publication: 2023-09-13 08:31:46 UTC
RemoteUrl: https://github.com/cran/hwwntest
RemoteRef: HEAD
RemoteSha: e7c937e66c2c3dde7a56b4c334d7848ca1e1891f