Package: LSWPlib 0.1.0
Alessandro Cardinali
LSWPlib: Simulation and Spectral Estimation of Locally Stationary Wavelet Packet Processes
Library of functions for the statistical analysis and simulation of Locally Stationary Wavelet Packet (LSWP) processes. The methods implemented by this library are described in Cardinali and Nason (2017) <doi:10.1111/jtsa.12230>.
Authors:
LSWPlib_0.1.0.tar.gz
LSWPlib_0.1.0.tar.gz(r-4.5-noble)LSWPlib_0.1.0.tar.gz(r-4.4-noble)
LSWPlib_0.1.0.tgz(r-4.4-emscripten)LSWPlib_0.1.0.tgz(r-4.3-emscripten)
LSWPlib.pdf |LSWPlib.html✨
LSWPlib/json (API)
| # Install 'LSWPlib' in R: |
| install.packages('LSWPlib', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
- sp500 - Daily log-returns for the S&P 500 stock index.
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 3 years agofrom:59221292f0. Checks:3 OK. Indexed: yes.
| Target | Result | Latest binary |
|---|---|---|
| Doc / Vignettes | OK | Mar 20 2025 |
| R-4.5-linux | OK | Mar 20 2025 |
| R-4.4-linux | OK | Mar 20 2025 |
Exports:autoconvbest.basisget.flat.basisget.wavelet.basisLSWPbasisLSWPsimLSWPspecmarg.spec
Dependencies:MASSmultitaperwaveslimwavethresh
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Auto Convolution | autoconv |
| Best basis selection from a dyadic tree | best.basis |
| Wavelet Packet Basis for a single scale | get.flat.basis |
| Wavelet Packet indices for a Wavelet Basis | get.wavelet.basis |
| Estimate an LSWP basis by penalised least squares | LSWPbasis |
| LSWPlib Package | LSWPlib |
| Simulation of LSWP processes | LSWPsim |
| Locally Stationary Wavelet Packet Spectral Estimation | LSWPspec |
| Wavelet Packet Marginal Spectra | marg.spec |
| Plot for Objects of Class LSWPspec | plot.LSWPspec |
| Daily log-returns for the S&P 500 stock index. | sp500 |
| Summary method for Objects of Class LSWPbasis | summary.LSWPbasis |