R: Tests of White Noise using Wavelets

# Tests of White Noise using Wavelets

## Documentation for package ‘hwwntest’ version 1.3.2

- DESCRIPTION file

## Help Pages

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.