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| locits-package | New test of second-order stationarity and confidence intervals for localized autocovariance. |
| AutoBestBW | Choose a good bandwidth for running mean smoothing of a EWS spectral estimator. |
| covI | Compute the covariance between two wavelet periodogram ordinates at the same scale, but different time locations. |
| covIwrap | A wrapper for the covI function. |
| Cvarip2 | Computes variance of Haar wavelet coefficients of wavelet periodogram using C code. |
| 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 |
| HwdS | Compute the non-decimated Haar wavelet transform without using periodic boundary conditions. |
| 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 | New test of second-order stationarity and confidence intervals for localized autocovariance. |
| mkcoef | Compute discrete wavelets. |
| 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. |
| 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. |
| runmean | Compute a running mean of a vector |
| 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) |
| 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 |
| 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' |