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BootWPTOS: Test Stationarity using Bootstrap Wavelet Packet Tests

Provides significance tests for second-order stationarity for time series using bootstrap wavelet packet tests. Provides functionality to visualize the time series with the results of the hypothesis tests superimposed. The methodology is described in Cardinali, A and Nason, G P (2016) "Practical powerful wavelet packet tests for second-order stationarity." Applied and Computational Harmonic Analysis, 44, 558-585 <doi:10.1016/j.acha.2016.06.006>.

Version: 1.2.1
Depends: R (≥ 2.0), wavethresh, tseries
Published: 2022-05-20
DOI: 10.32614/CRAN.package.BootWPTOS
Author: Guy Nason [aut, cre], Alessandro Cardinali [aut]
Maintainer: Guy Nason <g.nason at imperial.ac.uk>
License: GPL-2
NeedsCompilation: no
Citation: BootWPTOS citation info
CRAN checks: BootWPTOS results

Documentation:

Reference manual: BootWPTOS.pdf

Downloads:

Package source: BootWPTOS_1.2.1.tar.gz
Windows binaries: r-devel: BootWPTOS_1.2.1.zip, r-release: BootWPTOS_1.2.1.zip, r-oldrel: BootWPTOS_1.2.1.zip
macOS binaries: r-release (arm64): BootWPTOS_1.2.1.tgz, r-oldrel (arm64): BootWPTOS_1.2.1.tgz, r-release (x86_64): BootWPTOS_1.2.1.tgz, r-oldrel (x86_64): BootWPTOS_1.2.1.tgz
Old sources: BootWPTOS archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=BootWPTOS to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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