hspec

hspec(x, smooth.method = "splines")

Computes the smoothed Haar spectrum of series x. Requires WaveThresh3 if the "wavelets" smoothing method is used.

Takes:
x The time series as a vector of observations. Its length does not have to be a power of two if the "splines" smoothing method is used, but does have to be a power of two if the "wavelets" method is used.
smooth.method Method for smoothing the Haar periodogram. Can be set to "splines" (uses smper.spl) or "wavelets" (uses smper.tiw).

Returns:
TT Length of x.
S The sequence of Haar spectrum coefficients.