R: Simulation and Spectral Estimation of Locally Stationary Wavelet Packet Processes

# Simulation and Spectral Estimation of Locally Stationary Wavelet Packet Processes

## Documentation for package ‘LSWPlib’ version 0.1.0

- DESCRIPTION file

## Help Pages

autoconv | Auto Convolution
best.basis | Best basis selection from a dyadic tree
get.flat.basis | Wavelet Packet Basis for a single scale
get.wavelet.basis | Wavelet Packet indices for a Wavelet Basis
LSWPbasis | Estimate an LSWP basis by penalised least squares
LSWPlib | LSWPlib Package
LSWPsim | Simulation of LSWP processes
LSWPspec | Locally Stationary Wavelet Packet Spectral Estimation
marg.spec | Wavelet Packet Marginal Spectra
plot.LSWPspec | Plot for Objects of Class LSWPspec
sp500 | Daily log-returns for the S&P 500 stock index.
summary.LSWPbasis | Summary method for Objects of Class LSWPbasis