Provides test of second-order stationarity for time series (for dyadic and arbitrary-n length data). Provides localized autocovariance, with confidence intervals, for locally stationary (nonstationary) time series.
| Version: | 1.7.1 |
| Depends: | R (≥ 2.0), wavethresh, igraph |
| Published: | 2016-03-30 |
| Author: | Guy Nason [aut, cre] |
| Maintainer: | Guy Nason <g.p.nason at bristol.ac.uk> |
| License: | GPL-2 |
| URL: | http://www.stats.bris.ac.uk/~guy |
| NeedsCompilation: | yes |
| Citation: | locits citation info |
| In views: | TimeSeries |
| CRAN checks: | locits results |
| Reference manual: | locits.pdf |
| Package source: | locits_1.7.1.tar.gz |
| Windows binaries: | r-devel: locits_1.7.1.zip, r-release: locits_1.7.1.zip, r-oldrel: locits_1.7.1.zip |
| OS X Mavericks binaries: | r-release: locits_1.7.1.tgz, r-oldrel: locits_1.7.1.tgz |
| Old sources: | locits archive |
Please use the canonical form https://CRAN.R-project.org/package=locits to link to this page.