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>.
Version: |
1.0.1 |
Depends: |
R (≥ 3.0), stats, locits, wavethresh, parallel, methods |
Published: |
2023-05-12 |
DOI: |
10.32614/CRAN.package.lpacf |
Author: |
Rebecca Killick [aut, cre],
Guy Nason [aut],
Marina Knight [aut],
Matt Nunes [aut],
Idris Eckley [ctb] |
Maintainer: |
Rebecca Killick <r.killick at lancs.ac.uk> |
License: |
GPL-2 |
NeedsCompilation: |
no |
Materials: |
NEWS |
In views: |
TimeSeries |
CRAN checks: |
lpacf results [issues need fixing before 2025-09-03] |
Documentation:
Downloads:
Reverse dependencies:
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