costat: 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.
Cardinali, A. and Nason, G.P. (2013)
<doi:10.18637/jss.v055.i01>.
Version: |
2.4.1 |
Depends: |
R (≥ 2.14), wavethresh (≥ 4.6.1) |
Suggests: |
parallel |
Published: |
2023-09-06 |
Author: |
Guy Nason [aut, cre],
Alessandro Cardinali [aut, ctb] |
Maintainer: |
Guy Nason <g.nason at imperial.ac.uk> |
License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
NeedsCompilation: |
no |
Citation: |
costat citation info |
In views: |
TimeSeries |
CRAN checks: |
costat results |
Documentation:
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