TrendLSW
1.0.6Wavelet Methods for Analysing Locally Stationary Time Series
Overview
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.
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- OK2026-08-0513 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- NOTE2026-08-0112 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- OK2026-03-1014 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 100%
- Documented parameters
- 98%
- Return-value docs
- 100%
- References docs
- 88%
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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
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