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TrendLSW  

Wavelet Methods for Analysing Locally Stationary Time Series
View on CRAN: Click here


Download and install TrendLSW package within the R console
Install from CRAN:
install.packages("TrendLSW")

Install from Github:
library("remotes")
install_github("cran/TrendLSW")

Install by package version:
library("remotes")
install_version("TrendLSW", "1.0.2")



Attach the package and use:
library("TrendLSW")
Maintained by
Euan T. McGonigle
[Scholar Profile | Author Map]
First Published: 2024-04-22
Latest Update: 2024-04-22
Description:
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.
How to cite:
Euan T. McGonigle (2024). TrendLSW: Wavelet Methods for Analysing Locally Stationary Time Series. R package version 1.0.2, https://cran.r-project.org/web/packages/TrendLSW. Accessed 21 Feb. 2025.
Previous versions and publish date:
1.0.1 (2024-04-22 16:42)
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Complete documentation for TrendLSW
Functions, R codes and Examples using the TrendLSW R package
Full TrendLSW package functions and examples
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