hwwntest

Tests of White Noise using Wavelets

CRAN Package

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.

  • Version1.3.2
  • R versionunknown
  • LicenseGPL-2
  • Needs compilation?No
  • Last release09/13/2023

Documentation


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Insights

Last 30 days

This package has been downloaded 207 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 14 times.

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The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Last 365 days

This package has been downloaded 3,840 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 271 downloads.

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


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Dependencies

  • Imports2 packages