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