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>. New users will likely want to start with the TLSW function.
| Version: | 1.0.2 |
| Depends: | R (≥ 4.1.0) |
| Imports: | wavethresh, locits |
| Suggests: | testthat (≥ 3.0.0), vdiffr |
| Published: | 2024-04-30 |
| DOI: | 10.32614/CRAN.package.TrendLSW |
| Author: | Euan T. McGonigle [aut, cre], Rebecca Killick [aut], Matthew Nunes [aut] |
| Maintainer: | Euan T. McGonigle <e.t.mcgonigle at soton.ac.uk> |
| BugReports: | https://github.com/EuanMcGonigle/TrendLSW/issues |
| License: | GPL (≥ 3) |
| URL: | https://github.com/EuanMcGonigle/TrendLSW |
| NeedsCompilation: | no |
| Materials: | README NEWS |
| CRAN checks: | TrendLSW results |
| Reference manual: | TrendLSW.pdf |
| Package source: | TrendLSW_1.0.2.tar.gz |
| Windows binaries: | r-devel: TrendLSW_1.0.2.zip, r-release: TrendLSW_1.0.2.zip, r-oldrel: TrendLSW_1.0.2.zip |
| macOS binaries: | r-release (arm64): TrendLSW_1.0.2.tgz, r-oldrel (arm64): TrendLSW_1.0.2.tgz, r-release (x86_64): TrendLSW_1.0.2.tgz, r-oldrel (x86_64): TrendLSW_1.0.2.tgz |
| Old sources: | TrendLSW archive |
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