Package: TrendLSW 1.0.6

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>. Further information regarding the use of the package, along with detailed examples, can be found in McGonigle, Killick and Nunes (2025) <doi:10.18637/jss.v115.i10>. New users will likely want to start with the TLSW function.

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

TrendLSW_1.0.6.tar.gz
TrendLSW_1.0.6.zip(r-4.7)TrendLSW_1.0.6.zip(r-4.6)TrendLSW_1.0.6.zip(r-4.5)
TrendLSW_1.0.6.tgz(r-4.6-any)TrendLSW_1.0.6.tgz(r-4.5-any)
TrendLSW_1.0.6.tar.gz(r-4.7-any)TrendLSW_1.0.6.tar.gz(r-4.6-any)
TrendLSW_1.0.6.tgz(r-4.6-emscripten)
manual.pdf |manual.html
DESCRIPTION |NEWS
card.svg |card.png
TrendLSW/json (API)

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

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

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

On CRAN:

Conda:

nonparametric-regressionspectral-analysisspectrumtime-seriestime-series-analysiswavelets

3.18 score 1 stars 4 scripts 225 downloads 3 exports 14 dependencies

Last updated from:bc859f1434. Checks:9 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-x86_64OK124
source / vignettesOK198
linux-release-x86_64OK124
macos-release-arm64OK85
macos-oldrel-arm64OK95
windows-develOK79
windows-releaseOK107
windows-oldrelOK123
wasm-releaseOK101

Exports:TLSWTLSWlacfTLSWsim

Dependencies:clicpp11glueigraphlatticelifecyclelocitsmagrittrMASSMatrixpkgconfigrlangvctrswavethresh