costat (2.2)
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 over 6 years ago.
