R Software Packages
wavethresh, costat, locits, LS2W, waveband, haarfisz, NORMT3, DDHFm, nlt, adlift, binhf, hwwntest, NetTree, regspec, BootWPTOS, liftLRD, PP3, GNAR

Who we arewavethresh

Carries out wavelet transforms in 1D, 2D and 3D, wavelet packets, stationary transforms, local time series spectra, transfer function models, multiwavelets, complex wavelets and more.[+ others!]

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Who we arecostat

Discover costationary time series (time-varying linear combinations of nonstationary time series that are stationary). Second-order error correction. [With A. Cardinali]

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Who we arelocits

Test for second-order stationarity. Time-localized autocovariance and plots as lines, acf-style or perspective plots.

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Who we areLS2W

Locally stationary 2D wavelet process spectral estimation and texture. [With I. Eckley]

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Who we arewaveband

Confidence intervals for wavelet shrinkage. Powers of wavelets calculations. [With S. Barber]

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Who we arehaarfisz

The Haar-Fisz transform and inverse for Poisson data. [With P. Fryzlewicz]

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targetNORMT3

PDF of the sum of Gaussian and Student's t density on 3 degrees of freedom. Also, erf, erfc on complex-valued args and the Faddeeva function

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Who we areDDHFm

Variance stabilization by data-driven Haar-Fisz including for microarrays. [With E. Motakis, P. Fryzlewicz]

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Who we areLiftThresh

Lifting for Networks and other irregular situations (NetTree, PicTree). [With M Jaansen and B.W. Silverman]

Coming Soon

paintbrushnlt

The nondecimated lifting transform and applications to denoising irregular data.[With M. Knight and M. Nunes]

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settingsadlift

Adaptive lifting and denoising. Denoising univariate irregularly spaced data using multiscale methods and adaptive lifting. [With M. Nunes and M. Knight]

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tagbinhf

Multiscale variance stabilization for binomial data. [With M. Nunes]

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wnimhwwntest

Wavelet Tests for White Noise [With D. Savchev]

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regspecimregspec

Non-Parametric Bayesian Spectrum Estimation for Multirate Data. [With Ben Powell]

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bootBootWPTOS

Test stationarity using a bootstrap wavelet packet test. [With A. Cardinali]

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elevator1liftLRD

Wavelet lifting estimators of the Hurst exponent for regularly and irregularly sampled time series. [With M. Knight and M. Nunes]]

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phigsPP3

Three-Dimensional Exploratory Projection Pursuit. [With R. Sibson]

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mynetGNAR

Methods for Fitting Network Time Series Models. [With Kathryn Leeming, Matt Nunes and Marina Knight]]

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