Package: TrendLSW 1.0.2.9000

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.

Authors:Euan T. McGonigle [aut, cre], Rebecca Killick [aut], Matthew Nunes [aut]

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TrendLSW.pdf |TrendLSW.html
TrendLSW/json (API)

# Install 'TrendLSW' in R:
install.packages('TrendLSW', repos = c('https://euanmcgonigle.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/euanmcgonigle/trendlsw/issues

Datasets:
  • celegensbio - Bioluminescence of C. Elegens
  • z.acc - Z-Axis Acceleration for Human Activity Monitoring
  • z.labels - Activity Labels for Human Activity Monitoring

On CRAN:

nonparametric-regressionspectral-analysisspectrumtime-seriestime-series-analysiswavelets

3.78 score 1 stars 3 scripts 107 downloads 3 exports 14 dependencies

Last updated 7 months agofrom:638f22a1a2. Checks:OK: 7. Indexed: yes.

TargetResultDate
Doc / VignettesOKOct 27 2024
R-4.5-winOKOct 27 2024
R-4.5-linuxOKOct 27 2024
R-4.4-winOKOct 27 2024
R-4.4-macOKOct 27 2024
R-4.3-winOKOct 27 2024
R-4.3-macOKOct 27 2024

Exports:TLSWTLSWlacfTLSWsim

Dependencies:clicpp11glueigraphlatticelifecyclelocitsmagrittrMASSMatrixpkgconfigrlangvctrswavethresh