locits (1.7.1)

Test of Stationarity and Localized Autocovariance.


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 over 3 years ago.