Simulation and Spectral Estimation of Locally Stationary Wavelet
Packet Processes
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Documentation for package ‘LSWPlib’ version 0.1.0
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 |