Test Stationarity using Bootstrap Wavelet Packet Tests


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Documentation for package ‘BootWPTOS’ version 1.2.1

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BootWPTOS-package Bootstrap Wavelet Packet Tests of Stationarity
BootWPTOS Compute test of stationarity for time series via bootstrap wavelet packet method.
plot.toswp Plot 'toswp' class object.
print.toswp Print 'toswp' class object.
summary.toswp Summarize a 'toswp' class object.
WPTOSpickout Find nonstationarities in a time series
WPts Compute wavelet packet test statistic for test of stationarity.