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:
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')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 2 years agofrom:e7c937e66c. Checks:3 OK. Indexed: yes.
| Target | Result | Latest binary |
|---|---|---|
| Doc / Vignettes | OK | Mar 24 2025 |
| R-4.5-linux | OK | Mar 24 2025 |
| R-4.4-linux | OK | Mar 24 2025 |
Exports:bartlettB.testcompute.rejectioncumperiodd00.testgenwwn.powerplotgenwwn.testgenwwn.thpowerhwwn.dwhwwn.testhywavwn.testhywn.testMacdonaldsqcoefvecsqndwdsqndwdecompsqwd
Dependencies:MASSpolynomwavethresh
