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


Team


Insights

Last 30 days

This package has been downloaded 187 times in the last 30 days. Enough downloads to make a small wave in the niche community. The curiosity is spreading! The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 3 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 3,787 times in the last 365 days. That's enough downloads to impress a room full of undergrads. A commendable achievement indeed. 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