costat: Time series costationarity determination

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
CRAN checks: costat results

Downloads:

Reference manual: costat.pdf
Package source: costat_2.3.tar.gz
OS X binary: costat_2.3.tgz
Windows binary: costat_2.3.zip
Old sources: costat archive