Guy Nason

BootWPTOS

Provides significance tests for second-order stationarity
for time series using bootstrap wavelet pa...

Contains functions that can determine whether a time series<U+000a>is second-order stationary or not...

Contains the normalizing and variance stabilizing
Data-Driven Haar-Fisz algorithm. Also contains rel...

Provides methods to test whether time series is consistent
with white noise.

Implementations of Hurst exponent estimators based on the relationship between wavelet lifting scale...

Provides test of second-order stationarity for time
series (for dyadic and arbitrary-n length data)....

Estimates two-dimensional local wavelet spectra

Performs 1, 2 and 3D real and complex-valued wavelet transforms,<U+000a>nondecimated transforms, wav...