Package: hwwntest 1.3.2

Guy Nason

hwwntest: Tests of White Noise using Wavelets

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.

Authors:Delyan Savchev [aut], Guy Nason [aut, cre]

hwwntest_1.3.2.tar.gz
hwwntest_1.3.2.tar.gz(r-4.5-noble)hwwntest_1.3.2.tar.gz(r-4.4-noble)
hwwntest_1.3.2.tgz(r-4.4-emscripten)hwwntest_1.3.2.tgz(r-4.3-emscripten)
hwwntest.pdf |hwwntest.html
hwwntest/json (API)

# Install 'hwwntest' in R:
install.packages('hwwntest', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.40 score 1 stars 25 scripts 256 downloads 16 exports 3 dependencies

Last updated 1 years agofrom:e7c937e66c. Checks:OK: 2. Indexed: yes.

TargetResultDate
Doc / VignettesOKOct 25 2024
R-4.5-linuxOKOct 25 2024

Exports:bartlettB.testcompute.rejectioncumperiodd00.testgenwwn.powerplotgenwwn.testgenwwn.thpowerhwwn.dwhwwn.testhywavwn.testhywn.testMacdonaldsqcoefvecsqndwdsqndwdecompsqwd

Dependencies:MASSpolynomwavethresh