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