lpacf: Local Partial Autocorrelation Function Estimation for Locally Stationary Wavelet Processes (original) (raw)
Provides the method for computing the local partial autocorrelation function for locally stationary wavelet time series from Killick, Knight, Nason, Eckley (2020) <doi:10.1214/20-EJS1748>.
| Version: | 1.0.2 |
|---|---|
| Depends: | R (≥ 3.0), stats, locits, wavethresh, parallel, methods |
| Published: | 2025-08-22 |
| DOI: | 10.32614/CRAN.package.lpacf |
| Author: | Rebecca Killick [aut, cre], Guy Nason [aut], Marina Knight [aut], Matt Nunes [aut], Idris Eckley [ctb] |
| Maintainer: | Rebecca Killick <r.killick at lancs.ac.uk> |
| License: | GPL-2 |
| NeedsCompilation: | no |
| Materials: | |
| In views: | TimeSeries |
| CRAN checks: | lpacf results |
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