LSWPlib: Simulation and Spectral Estimation of Locally Stationary Wavelet Packet Processes

Library of functions for the statistical analysis and simulation of Locally Stationary Wavelet Packet (LSWP) processes. The methods implemented by this library are described in Cardinali and Nason (2017) <doi:10.1111/jtsa.12230>.

Version: 0.1.0
Depends: R (≥ 2.10)
Imports: stats, graphics, waveslim, wavethresh
Published: 2022-03-09
Author: Alessandro Cardinali [aut, cre], Guy Nason [aut]
Maintainer: Alessandro Cardinali <alessandro.cardinali at plymouth.ac.uk>
License: GPL-3
NeedsCompilation: no
In views: TimeSeries
CRAN checks: LSWPlib results

Documentation:

Reference manual: LSWPlib.pdf

Downloads:

Package source: LSWPlib_0.1.0.tar.gz
Windows binaries: r-devel: LSWPlib_0.1.0.zip, r-release: LSWPlib_0.1.0.zip, r-oldrel: LSWPlib_0.1.0.zip
macOS binaries: r-release (arm64): LSWPlib_0.1.0.tgz, r-oldrel (arm64): LSWPlib_0.1.0.tgz, r-release (x86_64): LSWPlib_0.1.0.tgz, r-oldrel (x86_64): LSWPlib_0.1.0.tgz

Linking:

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