get.boundary.timeseries

Internal function to calculate the boundary extended time series, to be used within
the <code>TLSW</code> function. Not recommended for general usage.

internal

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.

Euan T. McGonigle

TrendLSW

Wavelet Methods for Analysing Locally Stationary Time Series

Rebecca Killick

Matthew Nunes

get.boundary.timeseries function

<dl><dt>x</dt>
<dd>The time series used to calculate the boundary extended version.</dd>
<dt>type</dt>
<dd>The type of boundary handling used. Either <code>"TLSW"</code> (default) for boundary
handling as described in McGonigle, E. T., Killick, R., and Nunes, M. (2022a),
or <code>"LSW.diff"</code> for a periodic version of this, used for the differencing-based functions
as described in McGonigle, E. T., Killick, R., and Nunes, M. (2022b).</dd></dl>

Arguments

Calculate Boundary Extended Time Series — get.boundary.timeseries

<dl>

<dt>x</dt>
<dd>The time series used to calculate the boundary extended version.</dd>


<dt>type</dt>
<dd>The type of boundary handling used. Either <code>"TLSW"</code> (default) for boundary
handling as described in McGonigle, E. T., Killick, R., and Nunes, M. (2022a),
or <code>"LSW.diff"</code> for a periodic version of this, used for the differencing-based functions
as described in McGonigle, E. T., Killick, R., and Nunes, M. (2022b).</dd>

</dl>

get.boundary.timeseries: Calculate Boundary Extended Time Series

Description

Usage

Value

Arguments

References

See Also