Library of functions for the statistical analysis and simulation of Locally Stationary Wavelet Packet (LSWP) processes. The methods implemented by this library are described in Cardinali and Nason (2017) .
R Package ‘LSWPlib’: Simulation and Spectral Estimation of Locally Stationary Wavelet Packet Processes / Alessandro Cardinali. - ELETTRONICO. - (2022).
R Package ‘LSWPlib’: Simulation and Spectral Estimation of Locally Stationary Wavelet Packet Processes
Alessandro CardinaliSoftware
2022
Abstract
Library of functions for the statistical analysis and simulation of Locally Stationary Wavelet Packet (LSWP) processes. The methods implemented by this library are described in Cardinali and Nason (2017) .
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