The hardware and bandwidth for this mirror is donated by dogado GmbH, the Webhosting and Full Service-Cloud Provider. Check out our Wordpress Tutorial.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]dogado.de.
Contains functions that can determine whether a time series is second-order stationary or not (and hence evidence for locally stationarity). Given two non-stationary series (i.e. locally stationary series) this package can then discover time-varying linear combinations that are second-order stationary. Cardinali, A. and Nason, G.P. (2013) <doi:10.18637/jss.v055.i01>.
| Version: | 2.4.1 |
| Depends: | R (≥ 2.14), wavethresh (≥ 4.6.1) |
| Suggests: | parallel |
| Published: | 2023-09-06 |
| Author: | Guy Nason [aut, cre], Alessandro Cardinali [aut, ctb] |
| Maintainer: | Guy Nason <g.nason at imperial.ac.uk> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | no |
| Citation: | costat citation info |
| In views: | TimeSeries |
| CRAN checks: | costat results |
| Reference manual: | costat.pdf |
| Package source: | costat_2.4.1.tar.gz |
| Windows binaries: | r-devel: costat_2.4.1.zip, r-release: costat_2.4.1.zip, r-oldrel: costat_2.4.1.zip |
| macOS binaries: | r-release (arm64): costat_2.4.1.tgz, r-oldrel (arm64): costat_2.4.1.tgz, r-release (x86_64): costat_2.4.1.tgz, r-oldrel (x86_64): costat_2.4.1.tgz |
| Old sources: | costat archive |
Please use the canonical form https://CRAN.R-project.org/package=costat to link to this page.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
Health stats visible at Monitor.