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lpacf

Local Partial Autocorrelation Function Estimation for Locally Stationary Wavelet Processes

Provides the method for computing the local partial autocorrelation function for locally stationary wavelet time series from Killick, Knight, Nason, Eckley (2020) <doi:10.1214/20-EJS1748>.

Versions across snapshots

VersionRepositoryFileSize
1.0.2 rolling linux/jammy R-4.5 lpacf_1.0.2.tar.gz 74.6 KiB
1.0.2 rolling linux/noble R-4.5 lpacf_1.0.2.tar.gz 74.5 KiB
1.0.2 rolling source/ R- lpacf_1.0.2.tar.gz 13.2 KiB
1.0.2 latest linux/jammy R-4.5 lpacf_1.0.2.tar.gz 74.6 KiB
1.0.2 latest linux/noble R-4.5 lpacf_1.0.2.tar.gz 74.5 KiB
1.0.2 latest source/ R- lpacf_1.0.2.tar.gz 13.2 KiB
1.0.2 2026-04-26 source/ R- lpacf_1.0.2.tar.gz 13.2 KiB
1.0.2 2026-04-23 source/ R- lpacf_1.0.2.tar.gz 13.2 KiB
1.0.2 2026-04-09 windows/windows R-4.5 lpacf_1.0.2.zip 76.9 KiB
1.0.1 2025-04-20 source/ R- lpacf_1.0.1.tar.gz 13.1 KiB

Dependencies (latest)

Depends