Wild Scale-Enhanced Bootstrap

Perform the Wild Scale-Enhanced (WiSE) bootstrap. Specifically, the user may supply a single or multiple equally-spaced time series and use the WiSE bootstrap to select a wavelet-smoothed model. Conversely, a pre-selected smooth level may also be specified for the time series. Quantities such as the bootstrap sample of wavelet coefficients, smoothed bootstrap samples, and specific hypothesis testing and confidence region results of the wavelet coefficients may be obtained. Additional functions are available to the user which help format the time series before analysis. This methodology is recommended to aid in model selection and signal extraction. Note: This package specifically uses wavelet bases in the WiSE bootstrap methodology, but the theoretical construct is much more versatile.


News

WiSEBoot 1.4.0

Major changes

none

Bug fixes

none

Minor changes

Added TauSq="1" option (typical wild bootstrap) in WiSEBoot and WiSEHypothesisTest. Updated the SNR definition and discussion in the vignette. Updated the SNR data and documentation to match the correct definition (new files called SimulatedSNR5Series, SimulatedSNR9Series, SimulatedSNR15Series, SimulatedSNR25Series). Removed the old SNR data with the incorect definition (old files called SimulatedSNR0.5Series, SimulatedSNR1.0Series, SimulatedSNR1.5Series, SimulatedSNR2.0Series).

WiSEBoot 1.3.0

Major changes

none

Bug fixes

Corrected the asymptotic p-vaue calculation within WiSEHypothesisTest.

Minor changes

Set a default value for R (number of bootstrap samples) in WiSEBoot and WiSEHypothesisTest. Added distribution options for the bootstrap in WiSEBoot and WiSEHypothesisTest. Output XParam in WiSEBoot. Fixed some typos in the documentation. Updated the vignette.

WiSEBoot 1.2.0

Major changes

none

Bug fixes

none

Minor changes

Added ... plot options in WiSEHypothesisTest, WiSEConfidenceRegion, and smoothTimeSeries functions. Changed dependency on package 'wavethresh' to just an import.

WiSEBoot 1.1.0

Major changes

none

Bug fixes

Updated WiSEHypothesisTest function as p-values returned were negative. Updated WiSEHypothesisTest function XParam and YParam checks as the defaults produced errors.

Reference manual

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install.packages("WiSEBoot")

1.4.0 by Megan Heyman, 3 years ago


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


Authors: Megan Heyman , Snigdhansu Chatterjee


Documentation:   PDF Manual  


GPL-2 license


Imports wavethresh, FAdist

Suggests knitr


See at CRAN