| MSinference-package | Multiscale Inference for Nonparametric Time Trend(s) |
| compute_minimal_intervals | Computes the set of minimal intervals as described in Duembgen (2002) |
| compute_quantiles | Computes quantiles of the gaussian multiscale statistics. |
| compute_quantiles_2 | Computes quantiles of the gaussian multiscale statistics. |
| compute_statistics | Calculates the value of the test statistics both for single time series analysis and multiple time series analysis. |
| construct_grid | Computes the location-bandwidth grid for the multiscale test. |
| construct_weekly_grid | Computes the location-bandwidth weekly grid for the multiscale test. |
| covid | Number of daily new cases of infections of COVID-19 per country. |
| estimate_lrv | Computes estimator of the long-run variance of the error terms. |
| MSinference | Multiscale Inference for Nonparametric Time Trend(s) |
| multiscale_test | Carries out the multiscale test given that the values the estimatates of long-run variance have already been computed. |
| plot_sizer_map | Plots SiZer map from the test results of the multiscale testing procedure. |
| select_order | Calculates different information criterions for a single time series or multiple time series with AR(p) errors based on the long-run variance estimator(s) for a range of tuning parameters and different orders p. |
| temperature | Hadley Centre Central England Temperature (HadCET) dataset, Monthly Mean Central England Temperature (Degrees C) |