Package: hwwntest
Type: Package
Title: Tests of White Noise using Wavelets
Version: 1.3.2
Date: 2023-09-06
Authors@R: c(person("Delyan", "Savchev",
        role=c("aut"),email="madbss@bristol.ac.uk"),
				person("Guy", "Nason", role=c("aut","cre"),
				email="g.nason@imperial.ac.uk"))
Description: Provides methods to test whether time series is consistent
	with white noise. Two new tests based on Haar wavelets and general
	wavelets described by Nason and Savchev (2014)
	<doi:10.1002/sta4.69> are provided and, for comparison purposes
	this package also implements the
	B test of Bartlett (1967) <doi:10.2307/2333850>. Functionality
	is provided to compute an approximation to the theoretical
	power of the general wavelet test in the case of general
	ARMA alternatives.
Depends: R(>= 3.3)
Imports: parallel, polynom, wavethresh
License: GPL-2
NeedsCompilation: no
Packaged: 2023-09-12 15:55:43 UTC; gnason
Author: Delyan Savchev [aut],
  Guy Nason [aut, cre]
Maintainer: Guy Nason <g.nason@imperial.ac.uk>
Repository: CRAN
Date/Publication: 2023-09-13 07:30:09 UTC
Built: R 4.6.0; ; 2026-04-26 19:57:58 UTC; unix
