CRAN/E | forecastLSW

forecastLSW

Forecasting Routines for Locally Stationary Wavelet Processes

Installation

About

Implementation to perform forecasting of locally stationary wavelet processes by examining the local second order structure of the time series.

Key Metrics

Version	1.0
R	≥ 3.5.0
Published	2023-04-25 366 days ago
Needs compilation?	no
License	GPL-2
CRAN checks	forecastLSW results

Downloads

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Last 365 days	2.642 +8156%

Maintainer

Maintainer

Rebecca Killick

r.killick@lancs.ac.uk

Authors

Rebecca Killick	aut / cre
Matt Nunes	aut
Guy Nason	aut
Marina Knight	aut
Idris Eckley	ctb

Material

NEWS
Reference manual
Package source

macOS

r-release	arm64
r-oldrel	arm64
r-release	x86_64
r-oldrel	x86_64

Windows

r-develnot available	x86_64
r-releasenot available	x86_64
r-oldrelnot available	x86_64

Depends

R	≥ 3.5.0
stats
locits
wavethresh
parallel
lpacf
methods

Imports

forecast