locits: Test of Stationarity and Localized Autocovariance (original) (raw)
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. See Nason, G P (2013) "A test for second-order stationarity and approximate confidence intervals for localized autocovariance for locally stationary time series." Journal of the Royal Statistical Society, Series B, 75, 879-904. <doi:10.1111/rssb.12015>.
| Version: | 1.7.8 |
|---|---|
| Depends: | R (≥ 3.3), wavethresh, igraph |
| Published: | 2025-07-24 |
| DOI: | 10.32614/CRAN.package.locits |
| Author: | Guy Nason [aut, cre] |
| Maintainer: | Guy Nason <g.nason at imperial.ac.uk> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | yes |
| Citation: | locits citation info |
| In views: | TimeSeries |
| CRAN checks: | locits results |
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