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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 source/ R- lpacf_1.0.2.tar.gz 13.2 KiB
1.0.2 rolling linux/jammy R-4.5 lpacf_1.0.2.tar.gz 74.6 KiB
1.0.2 latest 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 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