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
| Version | Repository | File | Size |
|---|---|---|---|
2.4.1 |
2026-04-09 windows/windows R-4.5 | costat_2.4.1.zip |
226.8 KiB |
Dependencies (latest)
Depends
- wavethresh (>= 4.6.1)