locits: Test of stationarity and localized autocovariance

Provides test of second-order stationarity for time series. Provides localized autocovariance, with confidence intervals, for locally stationary (nonstationary) time series.

Version: 1.4
Depends: R (≥ 2.0), wavethresh, igraph
Published: 2013-10-18
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

Downloads:

Reference manual: locits.pdf
Package source: locits_1.4.tar.gz
OS X binary: locits_1.4.tgz
Windows binary: locits_1.4.zip