locits
Test of Stationarity and Localized Autocovariance
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>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.7.8 |
rolling source/ R- | locits_1.7.8.tar.gz |
58.8 KiB |
1.7.8 |
rolling linux/jammy R-4.5 | locits_1.7.8.tar.gz |
289.1 KiB |
1.7.8 |
latest source/ R- | locits_1.7.8.tar.gz |
58.8 KiB |
1.7.8 |
latest linux/jammy R-4.5 | locits_1.7.8.tar.gz |
289.1 KiB |
1.7.8 |
2026-04-23 source/ R- | locits_1.7.8.tar.gz |
58.8 KiB |
1.7.8 |
2026-04-09 windows/windows R-4.5 | locits_1.7.8.zip |
297.0 KiB |
1.7.7 |
2025-04-20 source/ R- | locits_1.7.7.tar.gz |
57.4 KiB |