TrendLSW
Wavelet Methods for Analysing Locally Stationary Time Series
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. New users will likely want to start with the TLSW function.
- Version1.0.2
- R version≥ 4.1.0
- LicenseGPL (≥ 3)
- Needs compilation?No
- Last release04/30/2024
Documentation
Team
Euan T. McGonigle
Rebecca Killick
Show author detailsRolesAuthorMatthew Nunes
Show author detailsRolesAuthor
Insights
Last 30 days
Last 365 days
The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.
Data provided by CRAN
Binaries
Dependencies
- Imports2 packages
- Suggests2 packages