Package: costat
Type: Package
Title: Time Series Costationarity Determination
Version: 2.4.1
Date: 2023-09-06
Authors@R: c(person("Guy", "Nason", role=c("aut", "cre"),
        email="g.nason@imperial.ac.uk"),
        person("Alessandro", "Cardinali", role=c("aut", "ctb")))
Depends: R (>= 2.14), wavethresh (>= 4.6.1)
Suggests: parallel
Description: 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>.
License: GPL (>= 2)
NeedsCompilation: no
Packaged: 2026-10-07 10:38:45 UTC; root
Author: Guy Nason [aut, cre], Alessandro Cardinali [aut, ctb]
Maintainer: Guy Nason <g.nason@imperial.ac.uk>
Repository: https://guynason.r-universe.dev
Date/Publication: 2023-09-06 22:30:46 UTC
RemoteUrl: https://github.com/cran/costat
RemoteRef: HEAD
RemoteSha: 3338ff2e17d9a55ae568c0d2b3e31ecb69df4c08
