earlywarnings: Early Warning Signals Toolbox for Detecting Critical Transitions in Timeseries

The Early-Warning-Signals Toolbox provides methods for estimating statistical changes in timeseries that can be used for identifying nearby critical transitions. Based on Dakos et al (2012) Methods for Detecting Early Warnings of Critical Transitions in Time Series Illustrated Using Simulated Ecological Data. PLoS ONE 7(7):e41010

Version: 1.0.59
Depends: R (≥ 3.0.2), ggplot2, moments, tgp, tseries
Imports: fields, nortest, quadprog, Kendall, KernSmooth, lmtest, som, spam, stats
Published: 2014-04-12
Author: Vasilis Dakos, with contributions from S.R. Carpenter, T. Cline, L. Lahti
Maintainer: Vasilis Dakos <vasilis.dakos at gmail.com>
License: FreeBSD
URL: http://www.early-warning-signals.org, http://vasilisdakos.wordpress.com
NeedsCompilation: no
Citation: earlywarnings citation info
In views: TimeSeries
CRAN checks: earlywarnings results


Reference manual: earlywarnings.pdf
Package source: earlywarnings_1.0.59.tar.gz
Windows binaries: r-devel: earlywarnings_1.0.59.zip, r-release: earlywarnings_1.0.59.zip, r-oldrel: earlywarnings_1.0.59.zip
OS X binaries: r-release: earlywarnings_1.0.59.tgz, r-oldrel: earlywarnings_1.0.59.tgz
Old sources: earlywarnings archive

Reverse dependencies:

Reverse suggests: spaero


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