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.
| Version: |
2.1 |
| Depends: |
R (≥ 2.0), wavethresh (≥ 4.6.1) |
| Suggests: |
multicore |
| Published: |
2012-11-27 |
| Author: |
Guy Nason, Alessandro Cardinali |
| Maintainer: |
Guy Nason <g.p.nason at bristol.ac.uk> |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: |
no |
| CRAN checks: |
costat results |