costat: Time series costationarity determination and tests of stationarity

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: 1.1-1
Depends: R (≥ 2.0), wavethresh (≥ 4.5)
Published: 2010-08-31
Author: Guy Nason and Alessandro Cardinali
Maintainer: Guy Nason <g.p.nason at bristol.ac.uk>
License: GPL-2
CRAN checks: costat results

Downloads:

Package source: costat_1.1-1.tar.gz
MacOS X binary: costat_1.1-1.tgz
Windows binary: costat_1.1-1.zip
Reference manual: costat.pdf