Other packages > Find by keyword >

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", "1.0.6")



Attach the package and use:
library("TrendLSW")
Maintained by
Euan T. McGonigle
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2024-04-22
Latest Update: 2024-04-30
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 1.0.6, https://cran.r-project.org/web/packages/TrendLSW. Accessed 05 Jun. 2026.
Previous versions and publish date:
1.0.1 (2024-04-22 16:42), 1.0.2 (2024-04-30 20:20), 1.0.4 (2025-11-24 22:30)
Other packages that cited TrendLSW R package
View TrendLSW citation profile
Other R packages that TrendLSW depends, imports, suggests or enhances
Complete documentation for TrendLSW
Functions, R codes and Examples using the TrendLSW R package
Full TrendLSW package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

envirem  
Generation of ENVIREM Variables
Generation of bioclimatic rasters that are complementary to the typical 19 bioclim variables. ...
Download / Learn more Package Citations See dependency  
msm  
Multi-State Markov and Hidden Markov Models in Continuous Time
Functions for fitting continuous-time Markov and hidden Markov multi-state models to longitudinal d ...
Download / Learn more Package Citations See dependency  
ibb  
R Wrapper for Istanbul Municipality Open Data Portal
Call wrappers for Istanbul Metropolitan Municipality's Open Data Portal (Turkish: Istanbul B ...
Download / Learn more Package Citations See dependency  
crossurr  
Cross-Fitting for Doubly Robust Evaluation of High-Dimensional Surrogate Markers
Doubly robust methods for evaluating surrogate markers as outlined in: Agniel D, Hejblum BP, Thiebau ...
Download / Learn more Package Citations See dependency  
quickcode  
Quick and Essential 'R' Tricks for Better Scripts
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency  

27,268

R Packages

233,548

Dependencies

72,590

Author Associations

27,205

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA