costat (2.1)

Time series costationarity determination.

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, multicore

Released about 7 years ago.