Package: BootWPTOS 1.2.1

Guy Nason

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:Guy Nason [aut, cre], Alessandro Cardinali [aut]

BootWPTOS_1.2.1.tar.gz
BootWPTOS_1.2.1.tar.gz(r-4.5-noble)BootWPTOS_1.2.1.tar.gz(r-4.4-noble)
BootWPTOS_1.2.1.tgz(r-4.4-emscripten)BootWPTOS_1.2.1.tgz(r-4.3-emscripten)
BootWPTOS.pdf |BootWPTOS.html✨
BootWPTOS/json (API)

# Install 'BootWPTOS' in R:
install.packages('BootWPTOS', repos = '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.

1.00 score 177 downloads 6 exports 11 dependencies

Last updated 3 years agofrom:345d143c84. Checks:3 OK. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKMar 31 2025
R-4.5-linuxOKMar 31 2025
R-4.4-linuxOKMar 31 2025

Exports:BootWPTOSplot.toswpprint.toswpsummary.toswpWPTOSpickoutWPts

Dependencies:curljsonlitelatticeMASSquadprogquantmodtseriesTTRwavethreshxtszoo

Citation

To cite the 'BootWPTOS' package in publications use:

Alessandr Cardinali and Guy Nason (2022). BootWPTOS: Test Stationarity using Bootstrap Wavelet Packet Tests.R package version 1.2.1.

Cardinali, A. and Nason, G.P. (2016) Practical Powerful Wavelet Packet Tests for Second-Order Stationarity Applied Computational Harmonic Analysis, doi=10.1016/j.acha.2016.06.006

Corresponding BibTeX entries: 

  @Manual{,
    title = {BootWPTOS: Test Stationarity using Bootstrap Wavelet
      Packet Tests},
    author = {Guy Nason and Alessandro Cardinali},
    year = {2022},
    note = {R package version 1.2.1},
  }

  @Article{,
    title = {Practical Powerful Wavelet Packet Tests for Second-Order
      Stationarity},
    author = {A. Cardinali and G. P. Nason},
    journal = {Applied Computational Harmonic Analysis},
    volume = {0},
    doi = {10.1016/j.acha.2016.06.006},
    year = {2016},
    pages = {XXX--XXX},
    url = {http://www.stats.bris.ac.uk/~guy},
  }