costat: Time Series Costationarity Determination (original) (raw)
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. Cardinali, A. and Nason, G.P. (2013) <doi:10.18637/jss.v055.i01>.
| Version: | 2.4.1 |
|---|---|
| Depends: | R (≥ 2.14), wavethresh (≥ 4.6.1) |
| Suggests: | parallel |
| Published: | 2023-09-06 |
| DOI: | 10.32614/CRAN.package.costat |
| Author: | Guy Nason [aut, cre], Alessandro Cardinali [aut, ctb] |
| Maintainer: | Guy Nason <g.nason at imperial.ac.uk> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | no |
| Citation: | costat citation info |
| In views: | TimeSeries |
| CRAN checks: | costat results |
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