Plots the transform contained in an hwtANYN object.
New test of second-order stationarity and confidence intervals
for localized autocovariance.
Return the index of the last zero in a vector
Haar wavelet test for (second-order) stationarity for arbitrary length time series.
Compute localized autocovariance.
Compute discrete wavelets.
Test of second-order stationarity using wavelets.
Subsidiary helper function for hwtos2
Replaces all NAs in vector by 0
Compute a Haar wavelet transform for data of arbitrary n length
Print basic information about a lacfCI object.
Plot localized autocovariance (lacf) object.
Produces a graphical representation of the results of a
test of stationarity contained in a tos object.
Print out a hwtANYN class object, eg from the link{hwt}
function.
Compute a running mean of a vector
Print out a tosANYN class object, eg from the link{hwtos}
function.
Plot confidence intervals for localized autocovariance for
locally stationary time series.
Print out a tos class object, eg from the link{hwtos2}
function.
Print lacf class object
Produces a graphical representation of the results of a
test of stationarity from a tosANYN object.
Produce a brief summary of the contents of a lacfCI object
Direct computation of estimate of variance of v_ip,
the Haar wavelet coefficients of the periodogram.
Intersperse zeroes in a vector.
Summarize the results of a test of stationarity contained i
a tos object.
Helper routine for mkcoef
Simulate a realization from a particular TVAR(1) model.
Summarize the results of a Haar wavelet transform object computed
from an arbitrary length vector.
Summarize the results of a test of stationarity contained
in an tosANYN class object.
Summarizes a lacf object
Compute estimate of wavelet periodogram and the estimate's
covariance matrix.
Compute evolutionary wavelet spectrum of a time series.
Compute the non-decimated Haar wavelet transform without
using periodic boundary conditions.
Compute the covariance between two wavelet periodogram
ordinates at the same scale, but different time locations.
A wrapper for the covI function.
Compute evolutionary wavelet spectrum (EWS) estimate based
on the Haar wavelet transform.
Compute confidence intervals for localized autocovariance for
locally stationary time series.
Interogates calculation store to see how well we are
reusing previous calculations (debugging)
Choose a good bandwidth for running mean smoothing of a EWS
spectral estimator.
Computes variance of Haar wavelet coefficients of
wavelet periodogram using C code.