mkcoef
(Package: locits) :
Compute discrete wavelets.
For a given wavelet computes a list with each entry of the list containing that discrete wavelet at a different scale. The first entry corresponds to the finest wavelet, the next entry to the next finest, and so on.
● Data Source:
CranContrib
● Keywords: algebra
● Alias: mkcoef
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runmean
(Package: locits) :
Compute a running mean of a vector
This function essentially uses the running.mean function from the igraph package. However, adjustments are made to ensure that the output is always the same length as the input (by fiddling at the boundaries).
● Data Source:
CranContrib
● Keywords: smooth
● Alias: runmean
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Simulates a realization from a TVAR(1) model where the AR(1) parameter moves from 0.9 to -0.9 in equal steps over 512 time points. The realization is also of length 512. The innovations are normally distributed with mean zero and standard deviation of sd.
● Data Source:
CranContrib
● Keywords: ts
● Alias: tvar1sim
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plot.lacfCI
(Package: locits) :
Plot confidence intervals for localized autocovariance for
Plot the localized autocovariance and approximate confidence intervals.
● Data Source:
CranContrib
● Keywords: ts
● Alias: plot.lacfCI
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ewspecHaarNonPer
(Package: locits) :
Compute evolutionary wavelet spectrum (EWS) estimate based
This function uses the special HwdS function to compute the Haar wavelet transform with out boundary conditions (neither periodic, interval, mirror reflection). This is so all coefficients are genuine Haar coefficients without involving extra/repeated data.
● Data Source:
CranContrib
● Keywords: ts
● Alias: ewspecHaarNonPer
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Compute a localized autocovariance and associated confidence intervals for a locally stationary time series. The underlying theory assumes a locally stationary wavelet time series, but will work well for other time series that are not too far away.
● Data Source:
CranContrib
● Keywords: ts
● Alias: Rvarlacf
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plot.lacf
(Package: locits) :
Plot localized autocovariance (lacf) object.
Produces various ways of looking at a localized autocovariance (lacf) object.
● Data Source:
CranContrib
● Keywords: ts
● Alias: plot.lacf
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lacf
(Package: locits) :
Compute localized autocovariance.
Compute localized autocovariance function for nonstationary time series. Note: this function is borrowed from the costat package, and modified to have linear smoothing, and when that package is complete, it will be removed from this package.
● Data Source:
CranContrib
● Keywords: ts
● Alias: lacf
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print.hwtANYN
(Package: locits) :
Print out a code{hwtANYN
Prints out very basic information on an object that represents a Haar wavelet transform of a data set of non-dyadic length.
● Data Source:
CranContrib
● Keywords: ts
● Alias: print.hwtANYN
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getridofendNA
(Package: locits) :
Replaces all NAs in vector by 0
Replaces all NAs in vector by 0
● Data Source:
CranContrib
● Keywords: manip
● Alias: getridofendNA
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