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TrendLSW

Wavelet Methods for Analysing Locally Stationary Time Series

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.

Versions across snapshots

VersionRepositoryFileSize
1.0.6 rolling linux/jammy R-4.5 TrendLSW_1.0.6.tar.gz 257.2 KiB
1.0.6 rolling linux/noble R-4.5 TrendLSW_1.0.6.tar.gz 257.1 KiB
1.0.6 rolling source/ R- TrendLSW_1.0.6.tar.gz 315.4 KiB
1.0.6 latest linux/jammy R-4.5 TrendLSW_1.0.6.tar.gz 257.2 KiB
1.0.6 latest linux/noble R-4.5 TrendLSW_1.0.6.tar.gz 257.1 KiB
1.0.6 latest source/ R- TrendLSW_1.0.6.tar.gz 315.4 KiB
1.0.6 2026-04-26 source/ R- TrendLSW_1.0.6.tar.gz 315.4 KiB
1.0.6 2026-04-23 source/ R- TrendLSW_1.0.6.tar.gz 315.4 KiB
1.0.6 2026-04-09 windows/windows R-4.5 TrendLSW_1.0.6.zip 261.1 KiB
1.0.2 2025-04-20 source/ R- TrendLSW_1.0.2.tar.gz 313.6 KiB

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