Software

License for use

The use of these software packages is permitted for academic purposes only, provided its use is acknowledged. Commercial use is not allowed without the permission of the author. This software is made available AS IS, and no warranty - about the software, its performance, or its conformity to any specification - is given or implied. Email me at pfc<AT>stat.osu.edu with comments about any of this software.

An R package to carry out the spectral analysis of time series

(Version 0.7.1, last updated 23 Feb 2012 with the addition of a NAMESPACE file)
Supported by the National Science Foundation under award number DMS-0604963.

The Discrete Wavelet Transform (DWT) in R

(Last updated 4 Apr 2011)

Sophisticated R packages for wavelet analysis include WaveSlim package, written by Brandon Whitcher, and the Wavelets package, written by Eric Aldrich. A simpler set of R routines that requires no C code is given below, and is supported by the National Science Foundation under award number DMS-0604963.

  • dwt.R : defines the discrete wavelet transform and its inverse
  • modwt.R : defines the maximum overlap discrete wavelet transform and its inverse
  • dwt_modwt_cascades.R : defines the cascading filtering operations used in the discrete wavelet transform and the maximum overlap discrete wavelet transform (and their inverses)
  • dwt_filters.R : R functions for defining and manipulating wavelet and scaling filters
  • filters.R : some standard filtering operations

An R package with functions for univariate truncated normal distributions

(Written with Chris Hans, Version 0.4) , updated 13 Jan 2011 with a correction to the documentation; updated 23 Feb 2012 with the addition of a NAMESPACE file.)
Supported by the National Science Foundation under award number DMS-0604963.

Simulation of stationary Gaussian time series using the Davies-Harte algorithm

(Last updated 27 Mar 07)
  • R code for the simulation of certain stationary Gaussian time series (e.g., FD and fGn processes) using the Davies-Harte algorithm.
    For further details see Simulating a class of stationary Gaussian processes using the Davies-Harte algorithm, with application to long memory processes by P. F. Craigmile.

    • Detrending RT sequences

    (Last updated 23 Sep 08)
  • R functions to detrend RT sequences
    Accompanies the book chapter "Detrending Response Time Series", by P. F. Craigmile, M. Peruggia, T. Van Zandt, and supported by the National Science Foundation under award numbers BCS-0738059, DMS-0604963, DMS-0605052, SES-0214574 and SES-0437251.