locits (1.7.3)

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Test of Stationarity and Localized Autocovariance.

http://www.stats.bris.ac.uk/~guy
http://cran.r-project.org/web/packages/locits

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.

Maintainer: Guy Nason
Author(s): Guy Nason [aut, cre]

License: GPL-2

Uses: igraph, wavethresh

Released 8 months ago.


2 previous versions

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