Package: wwntests
Type: Package
Title: Hypothesis Tests for Functional Time Series
Version: 1.0.2
Authors@R: c(
    person("Mihyun", "Kim", email = "mihyun.kim@mail.wvu.edu", role = c("aut", "cre")),
    person("Daniel", "Petoukhov", email = "dvpetouk@uwaterloo.ca", role = c("aut")))
Maintainer: Mihyun Kim <mihyun.kim@mail.wvu.edu>
Description: Provides an array of white noise hypothesis tests for functional data and related visualizations. 
  These include tests based on the norms of autocovariance operators that are built under both strong and weak 
  white noise assumptions. Additionally, tests based on the spectral density operator and on principal component
  dimensional reduction are included, which are built under strong white noise assumptions. These methods are
  described in Kokoszka et al. (2017) <doi:10.1016/j.jmva.2017.08.004>, Characiejus and Rice (2019) 
  <doi:10.1016/j.ecosta.2019.01.003>, and Gabrys and Kokoszka (2007) <doi:10.1198/016214507000001111>, 
  respectively.
License: GPL-3
Encoding: UTF-8
Depends: R (>= 3.4.0)
Imports: sde, stats, ftsa, rainbow, MASS, graphics
Suggests: testthat (>= 3.0.0), knitr, rmarkdown, CompQuadForm, tensorA
RoxygenNote: 7.2.1.9000
VignetteBuilder: knitr
BugReports: https://github.com/veritasmih/wwntests/issues
NeedsCompilation: no
Packaged: 2022-10-27 20:39:05 UTC; mihyunkim
Config/testthat/edition: 3
Author: Mihyun Kim [aut, cre],
  Daniel Petoukhov [aut]
Repository: CRAN
Date/Publication: 2022-11-01 15:10:02 UTC
Built: R 4.1.3; ; 2023-04-17 20:36:56 UTC; windows
