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lpacf

Local Partial Autocorrelation Function Estimation for Locally Stationary Wavelet Processes

Installation

About

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.

Key Metrics

Version 1.0.1
R ≥ 3.0
Published 2023-05-12 344 days ago
Needs compilation? no
License GPL-2
CRAN checks lpacf results

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Maintainer

Maintainer

Rebecca Killick

r.killick@lancs.ac.uk

Authors

Rebecca Killick

aut / cre

Guy Nason

aut

Marina Knight

aut

Matt Nunes

aut

Idris Eckley

ctb

Material

NEWS
Reference manual
Package source

In Views

TimeSeries

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

lpacf archive

Depends

R ≥ 3.0
stats
locits
wavethresh
parallel
methods

Reverse Depends

forecastLSW