Multiscale Inference for Nonparametric Time Trend(s)

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Documentation for package ‘MSinference’ version 0.0.9

• DESCRIPTION file.
• User guides, package vignettes and other documentation.

Help Pages

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)