Test Stationarity using Bootstrap Wavelet Packet Tests

Provides significance tests for second-order stationarity for time series using bootstrap wavelet packet tests. Provides functionality to visualize the time series with the results of the hypothesis tests superimposed. The methodology is described in Cardinali, A and Nason, G P (2016) "Practical powerful wavelet packet tests for second-order stationarity." Applied and Computational Harmonic Analysis, 44, 558-585 .


Reference manual

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install.packages("BootWPTOS")

1.2.1 by Guy Nason, 4 years ago


Browse source code at https://github.com/cran/BootWPTOS


Authors: Guy Nason [aut, cre] , Alessandro Cardinali [aut]


Documentation:   PDF Manual  


GPL-2 license


Depends on wavethresh, tseries


See at CRAN