The hardware and bandwidth for this mirror is donated by METANET, the Webhosting and Full Service-Cloud Provider.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]metanet.ch.
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. See Nason, G P (2013) "A test for second-order stationarity and approximate confidence intervals for localized autocovariance for locally stationary time series." Journal of the Royal Statistical Society, Series B, 75, 879-904. <doi:10.1111/rssb.12015>.
| Version: | 1.7.7 |
| Depends: | R (≥ 3.3), wavethresh, igraph |
| Published: | 2023-09-05 |
| DOI: | 10.32614/CRAN.package.locits |
| Author: | Guy Nason [aut, cre] |
| Maintainer: | Guy Nason <g.nason at imperial.ac.uk> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | yes |
| Citation: | locits citation info |
| In views: | TimeSeries |
| CRAN checks: | locits results |
| Reference manual: | locits.pdf |
| Package source: | locits_1.7.7.tar.gz |
| Windows binaries: | r-devel: locits_1.7.7.zip, r-release: locits_1.7.7.zip, r-oldrel: locits_1.7.7.zip |
| macOS binaries: | r-release (arm64): locits_1.7.7.tgz, r-oldrel (arm64): locits_1.7.7.tgz, r-release (x86_64): locits_1.7.7.tgz, r-oldrel (x86_64): locits_1.7.7.tgz |
| Old sources: | locits archive |
| Reverse depends: | forecastLSW, lpacf |
| Reverse imports: | TrendLSW |
Please use the canonical form https://CRAN.R-project.org/package=locits to link to this page.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.