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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>.

Versions across snapshots

VersionRepositoryFileSize
2.4.1 rolling linux/jammy R-4.5 costat_2.4.1.tar.gz 223.3 KiB
2.4.1 rolling linux/noble R-4.5 costat_2.4.1.tar.gz 223.3 KiB
2.4.1 rolling source/ R- costat_2.4.1.tar.gz 84.9 KiB
2.4.1 latest linux/jammy R-4.5 costat_2.4.1.tar.gz 223.3 KiB
2.4.1 latest linux/noble R-4.5 costat_2.4.1.tar.gz 223.3 KiB
2.4.1 latest source/ R- costat_2.4.1.tar.gz 84.9 KiB
2.4.1 2026-04-26 source/ R- costat_2.4.1.tar.gz 84.9 KiB
2.4.1 2026-04-23 source/ R- costat_2.4.1.tar.gz 84.9 KiB
2.4.1 2026-04-09 windows/windows R-4.5 costat_2.4.1.zip 226.8 KiB
2.4.1 2025-04-20 source/ R- costat_2.4.1.tar.gz 84.9 KiB

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