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TrendLSW

1.0.6

Wavelet Methods for Analysing Locally Stationary Time Series

0packages depend
2.8Kdownloads / year
84.6%test coverage
13/13checks pass

Overview

About
Maintained by Euan T. McGonigleFirst published 2024-04-224 releasesCRAN page ↗GitHub ↗

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. Further information regarding the use of the package, along with detailed examples, can be found in McGonigle, Killick and Nunes (2025) doi:10.18637/jss.v115.i10. New users will likely want to start with the TLSW function.

Install

Health

CRAN checks
13OK
Slowest check: 1.3 min · r-oldrel-windows-x86_64
Code health
Yes
Tests · ratio 2.19
84.6%
Coverage · measured lines
100%
Documentation · exports
2
Dependencies · direct
Check history
  • OK2026-08-05
    13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
  • NOTE2026-08-01
    12 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
  • OK2026-03-10
    14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

Documentation
READMEYes · 153 wordsVignettesNopkgdown siteNoNEWSYes · 100% structuredCode of conductNoContributing guideNo
Examples that run
100%
Documented parameters
98%
Return-value docs
100%
References docs
88%

Downloads

2.8K
CRAN downloads in the past year
Rank #17,025 · ~8/day · ~233/mo
Daily download trend is not available in this view yet.
18630 days
62890 days
2.8K1 year
Compare downloads with other packages →
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Repository

Repository
1Stars
0Forks
0Open issues
0Open PRs
3Releases
537Commits
2Contributors
crannonparametric-regressionspectral-analysisspectrumtime-serieswaveletsr-packagetime-series-analysis
537 commits · Last activity 2026-08-07

Stars over time

2023-06-28 · 12026-07-07 · 1

Repository practices

Upstream repositoryBeta

5 development-tooling and community-health practices detected across 5 families in the upstream repository

Checks run against github.com/euanmcgonigle/trendlsw on 2026-08-16.

Continuous integration (1)
GitHub Actions
CRAN release process (1)
CRAN-SUBMISSION
Docs source (1)
README.Rmd
Lint, format, editor (1)
RStudio project
Show all practices
Coverage (1)
Codecov
How this is detected·Detection ruleset v1 (2026-07-18)

Dependencies

Declared dependencies
4 external dependencies (excludes base and recommended)
Depends (1)
R >= 4.1.0
Imports (2)
LinkingTo (0)
none
Suggests (2)
Enhances (0)
none
Reverse dependencies
0direct
0indirect

Nothing depends on this yet.

Code & Tests

Datasets

People & History

People (3)
Maintainer (1)
Author, Maintainer
Authors (3)
Author, Maintainer
Package Timeline

4 releases. Pick two to compare their code metrics. R releases are shown for context.

  • R
    R 4.6.0 released · 2026-04-24
  • 1.0.6Latest
    2026-01-21 · current release · diff ↗
  • 1.0.4
    2025-11-24 · diff ↗
  • R
    R 4.5.0 released · 2025-04-11
  • 1.0.2
    2024-04-30 · diff ↗
  • R
    R 4.4.0 released · 2024-04-24
  • 1.0.1
    2024-04-22
  • R
    R 4.3.0 released · 2023-04-21

Package metadata

First published
2024-04-22
Total releases
4 / 2 yrs
License
GPL (>= 3) OSI
Minimum R
≥ 4.1.0
Bundled data
18 KB / 3 files
Download size
319 KB
Installed size
not tracked yet
With dependencies
not tracked yet
Appears in task views

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("TrendLSW")
McGonigle, E. T., Killick, R., & Nunes, M. (2026). TrendLSW: Wavelet Methods for Analysing Locally Stationary Time Series (Version 1.0.6) [Computer software]. https://doi.org/10.32614/CRAN.package.TrendLSW

This is what citation() produces when a package has no citation file of its own. If it prints something else, use that.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for TrendLSW version 1.0.6 [Data set]. HJJB, LLC. Data release v2026-08-21. https://doi.org/10.5281/zenodo.21843040

From data release v2026-08-21, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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