locits: Test of Stationarity and Localized Autocovariance

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


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