AutoBestBW              Choose a good bandwidth for running mean
                        smoothing of a EWS spectral estimator.
Cvarip2                 Computes variance of Haar wavelet coefficients
                        of wavelet periodogram using C code.
EstBetaCov              Compute estimate of wavelet periodogram and the
                        estimate's covariance matrix.
HwdS                    Compute the non-decimated Haar wavelet
                        transform without using periodic boundary
                        conditions.
Rvarlacf                Compute confidence intervals for localized
                        autocovariance for locally stationary time
                        series.
StoreStatistics         Interogates calculation store to see how well
                        we are reusing previous calculations
                        (debugging)
covI                    Compute the covariance between two wavelet
                        periodogram ordinates at the same scale, but
                        different time locations.
covIwrap                A wrapper for the covI function.
ewspec3                 Compute evolutionary wavelet spectrum of a time
                        series.
ewspecHaarNonPer        Compute evolutionary wavelet spectrum (EWS)
                        estimate based on the Haar wavelet transform.
getridofendNA           Replaces all NAs in vector by 0
hwt                     Compute a Haar wavelet transform for data of
                        arbitrary n length
hwtos                   Haar wavelet test for (second-order)
                        stationarity for arbitrary length time series.
hwtos2                  Test of second-order stationarity using
                        wavelets.
idlastzero              Return the index of the last zero in a vector
lacf                    Compute localized autocovariance.
littlevar               Subsidiary helper function for hwtos2
locits-package          New test of second-order stationarity and
                        confidence intervals for localized
                        autocovariance.
mkcoef                  Compute discrete wavelets.
plot.hwtANYN            Plots the transform contained in an 'hwtANYN'
                        object.
plot.lacf               Plot localized autocovariance (lacf) object.
plot.lacfCI             Plot confidence intervals for localized
                        autocovariance for locally stationary time
                        series.
plot.tos                Produces a graphical representation of the
                        results of a test of stationarity contained in
                        a 'tos' object.
plot.tosANYN            Produces a graphical representation of the
                        results of a test of stationarity from a
                        'tosANYN' object.
print.hwtANYN           Print out a 'hwtANYN' class object, eg from the
                        'link{hwt}' function.
print.lacf              Print lacf class object
print.lacfCI            Print basic information about a 'lacfCI'
                        object.
print.tos               Print out a 'tos' class object, eg from the
                        'link{hwtos2}' function.
print.tosANYN           Print out a 'tosANYN' class object, eg from the
                        'link{hwtos}' function.
runmean                 Compute a running mean of a vector
summary.hwtANYN         Summarize the results of a Haar wavelet
                        transform object computed from an arbitrary
                        length vector.
summary.lacf            Summarizes a lacf object
summary.lacfCI          Produce a brief summary of the contents of a
                        'lacfCI' object
summary.tos             Summarize the results of a test of stationarity
                        contained i a 'tos' object.
summary.tosANYN         Summarize the results of a test of stationarity
                        contained in an 'tosANYN' class object.
tvar1sim                Simulate a realization from a particular
                        TVAR(1) model.
varip2                  Direct computation of estimate of variance of
                        v_ip, the Haar wavelet coefficients of the
                        periodogram.
whichlevel              Helper routine for 'mkcoef'
zeropad                 Intersperse zeroes in a vector.
