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: 1.7.3
Depends: R (≥ 2.0), wavethresh, igraph
Published: 2016-11-14
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_1.7.3.tar.gz
Windows binaries: r-devel: locits_1.7.3.zip, r-release: locits_1.7.3.zip, r-oldrel: locits_1.7.3.zip
OS X Mavericks binaries: r-release: locits_1.7.3.tgz, r-oldrel: locits_1.7.3.tgz
Old sources: locits archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=locits to link to this page.