BootWPTOS: Test Stationarity using Bootstrap Wavelet Packet Tests

Provides significance tests for second-order stationarity for time series using bootstrap wavelet packet tests. Provides functionality to visualize the time series with the results of the hypothesis tests superimposed. The methodology is described in Cardinali, A and Nason, G P (2016) "Practical powerful wavelet packet tests for second-order stationarity." Applied and Computational Harmonic Analysis, 44, 558-585 <doi:10.1016/j.acha.2016.06.006>.

Version: 1.2.1
Depends: R (≥ 2.0), wavethresh, tseries
Published: 2022-05-20
DOI: 10.32614/CRAN.package.BootWPTOS
Author: Guy Nason [aut, cre], Alessandro Cardinali [aut]
Maintainer: Guy Nason <g.nason at>
License: GPL-2
NeedsCompilation: no
Citation: BootWPTOS citation info
CRAN checks: BootWPTOS results


Reference manual: BootWPTOS.pdf


Package source: BootWPTOS_1.2.1.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): BootWPTOS_1.2.1.tgz, r-oldrel (arm64): BootWPTOS_1.2.1.tgz, r-release (x86_64): BootWPTOS_1.2.1.tgz, r-oldrel (x86_64): BootWPTOS_1.2.1.tgz
Old sources: BootWPTOS archive


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