costat (2.3)

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Time series costationarity determination.

http://cran.r-project.org/web/packages/costat

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.

Maintainer: Guy Nason
Author(s): Guy Nason, Alessandro Cardinali

License: GPL (>= 2)

Uses: wavethresh

Released almost 4 years ago.


4 previous versions

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