Tests of White Noise using Wavelets

Documentation for package ‘hwwntest’ version 1.3.2

hwwntest-package	Tests of White Noise using Wavelets
bartlettB.test	Bartlett's B test for white noise
compute.rejection	Function to compute empirical size or power for various tests of white noise.
cumperiod	Compute cumulative normalized periodogram.
d00.test	Test for white noise based on the coarsest scale Haar wavelet coefficient of the spectrum.
genwwn.powerplot	Plot (approximation) to the theoretical power of the 'genwwn.test' test for ARMA processes (including, of course, white noise itself) for a range of sample sizes.
genwwn.test	White noise test using general wavelets.
genwwn.thpower	Compute (approximation) to the theoretical power of the 'genwwn.test' test for ARMA processes (including, of course, white noise itself).
hwwn.dw	Compute discrete wavelets
hwwn.test	Perform a test for white noise on a time series.
hwwntest	Tests of White Noise using Wavelets
hywavwn.test	Hybrid wavelet test of white noise.
hywn.test	Hybrid of Box-Ljung test, Bartlett B test, Haar wavelet and General wavelet tests.
Macdonald	Compute the Macdonald density function for a specified parameter value 'm' at a vector of 'x' values.
sqcoefvec	Compute coefficients required for approximaing the wavelet transform using the square of wavelets.
sqndwd	Compute the non-decimated squared wavelet transform.
sqndwdecomp	Brute-force calculation of the non-decimated squared wavelet transform.
sqwd	Compute expansion with respect to squared wavelets.