summary.tos {locits} | R Documentation |
Summarize the results of a test of stationarity contained i
a tos
object.
Description
This function summarizes the results of a tos
object that contains information about a test of stationarity.
The summary function prints out information about how many
individual hypothesis tests there were, how many were rejected
and what the (equivalent) rejection p-value was (in the last cases
both for FDR and Bonferroni). If the hypothesis of stationarity
is rejected then the routine also prints out a list of the Haar
wavelet coefficients (and their scales, locations and scale of
the wavelet periodogram) that were significant.
The function also returns a lot of this information (invisibly).
Usage
## S3 method for class 'tos'
summary(object, size = 0.05, quiet = FALSE, mctype = "FDR", ...)
Arguments
object |
The output from a function that carries out a test
of stationarity, e.g. |
size |
The nominal overall significance level of the test. |
quiet |
If this argument is |
mctype |
This argument can be |
... |
Other arguments |
Value
The function returns a list which contain a list of the
rejected coefficients. Each list item contains the index
of a particular rejected coefficient, which is a vector
of at least three elements. The first element corresponds to
the scale of the wavelet periodogram, the second is the level of
the Haar wavelet transform, and all remaining values are the
index of the significant wavelet coefficients at that Haar wavelet
transform scale. The list also contains the total number of
Haar wavelet coefficients rejected and the mctype
argument also.
Author(s)
Guy Nason.
References
Nason, G.P. (2013) A test for second-order stationarity and approximate confidence intervals for localized autocovariances for locally stationary time series. J. R. Statist. Soc. B, 75, 879-904. doi:10.1111/rssb.12015
See Also
Examples
#
# See example for hwtos2, this contains two examples where
# summary.tos (as summary(.) is used in the output.