Contains functions that can determine whether a time series is second-order stationary or not (and hence evidence for locally stationarity). Given two non-stationary series (i.e. locally stationary series) this package can then discover time-varying linear combinations that are second-order stationary.
| Version: | 2.3 |
| Depends: | R (≥ 2.14), wavethresh (≥ 4.6.1) |
| Suggests: | parallel |
| Published: | 2013-10-14 |
| Author: | Guy Nason, Alessandro Cardinali |
| Maintainer: | Guy Nason <g.p.nason at bristol.ac.uk> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | no |
| Citation: | costat citation info |
| In views: | TimeSeries |
| CRAN checks: | costat results |
| Reference manual: | costat.pdf |
| Package source: | costat_2.3.tar.gz |
| Windows binaries: | r-devel: costat_2.3.zip, r-release: costat_2.3.zip, r-oldrel: costat_2.3.zip |
| OS X El Capitan binaries: | r-release: costat_2.3.tgz |
| OS X Mavericks binaries: | r-oldrel: costat_2.3.tgz |
| Old sources: | costat archive |
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