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:

Reference manual:

lpacf.html , lpacf.pdf

Downloads:

Package source:	lpacf_1.0.1.tar.gz
Windows binaries:	r-devel: lpacf_1.0.1.zip, r-release: lpacf_1.0.1.zip, r-oldrel: lpacf_1.0.1.zip
macOS binaries:	r-release (arm64): lpacf_1.0.1.tgz, r-oldrel (arm64): lpacf_1.0.1.tgz, r-release (x86_64): lpacf_1.0.1.tgz, r-oldrel (x86_64): lpacf_1.0.1.tgz
Old sources:	lpacf archive

Reverse dependencies:

Reverse depends:

forecastLSW

Linking:

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