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
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Last 30 days
This package has been downloaded 109 times in the last 30 days. Now we're getting somewhere! Enough downloads to populate a lively group chat. The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 4 times.
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Last 365 days
This package has been downloaded 1,600 times in the last 365 days. Now we’re talking! This work is officially 'heard of in academic circles', just like those wild research papers on synthetic bananas. The day with the most downloads was Apr 29, 2024 with 56 downloads.
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Dependencies
- Imports2 packages
- Suggests2 packages