hwwntest: Tests of White Noise using Wavelets

Provides methods to test whether time series is consistent with white noise. Two new tests based on Haar wavelets and general wavelets described by Nason and Savchev (2014) <doi:10.1002/sta4.69> are provided and, for comparison purposes this package also implements the B test of Bartlett (1967) <doi:10.2307/2333850>. Functionality is provided to compute an approximation to the theoretical power of the general wavelet test in the case of general ARMA alternatives.

Version:	1.3.2
Depends:	R (≥ 3.3)
Imports:	parallel, polynom, wavethresh
Published:	2023-09-13
DOI:	10.32614/CRAN.package.hwwntest
Author:	Delyan Savchev [aut], Guy Nason [aut, cre]
Maintainer:	Guy Nason <g.nason at imperial.ac.uk>
License:	GPL-2
NeedsCompilation:	no
In views:	TimeSeries
CRAN checks:	hwwntest results

Documentation:

Reference manual:

hwwntest.pdf

Downloads:

Package source:	hwwntest_1.3.2.tar.gz
Windows binaries:	r-devel: hwwntest_1.3.2.zip, r-release: hwwntest_1.3.2.zip, r-oldrel: hwwntest_1.3.2.zip
macOS binaries:	r-release (arm64): hwwntest_1.3.2.tgz, r-oldrel (arm64): hwwntest_1.3.2.tgz, r-release (x86_64): hwwntest_1.3.2.tgz, r-oldrel (x86_64): hwwntest_1.3.2.tgz
Old sources:	hwwntest archive

Linking:

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