Other packages > Find by keyword >

costat  

Time Series Costationarity Determination
View on CRAN: Click here


Download and install costat package within the R console
Install from CRAN:
install.packages("costat")

Install from Github:
library("remotes")
install_github("cran/costat")

Install by package version:
library("remotes")
install_version("costat", "2.4.1")



Attach the package and use:
library("costat")
Maintained by
Guy Nason
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2010-08-31
Latest Update: 2023-09-06
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) .
How to cite:
Guy Nason (2010). costat: Time Series Costationarity Determination. R package version 2.4.1, https://cran.r-project.org/web/packages/costat. Accessed 07 Aug. 2026.
Previous versions and publish date:
(2026-07-09 07:28), 1.1-1 (2010-08-31 18:30), 2.0 (2012-11-27 07:56), 2.1 (2012-11-27 15:16), 2.2 (2013-06-04 16:01), 2.3 (2013-10-14 14:19), 2.4 (2018-04-06 19:55)
Other packages that cited costat R package
View costat citation profile
Other R packages that costat depends, imports, suggests or enhances
Complete documentation for costat
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

enrichwith  
Methods to Enrich R Objects with Extra Components
Provides the "enrich" method to enrich list-like R objects with new, relevant components. The curren ...
Download / Learn more Package Citations See dependency  
r2resize  
In-Text Resize for Images, Tables and Fancy Resize Containers in 'shiny', 'rmarkdown' and 'quarto' Documents
Automatic resizing toolbar for containers, images and tables. Various resizable or expandable contai ...
Download / Learn more Package Citations See dependency  
bbricks  
Bayesian Methods and Graphical Model Structures for Statistical Modeling
A set of frequently used Bayesian parametric and nonparametric model structures, as well as a set of ...
Download / Learn more Package Citations See dependency  
modelwordcloud  
Model Word Clouds
Makes a word cloud of text, sized by the frequency of the word, and colored either by user-specified ...
Download / Learn more Package Citations See dependency  
BayesESS  
Determining Effective Sample Size
Determines effective sample size of a parametric prior distribution in Bayesian models. For a web-b ...
Download / Learn more Package Citations See dependency  

28,083

R Packages

239,283

Dependencies

74,457

Author Associations

28,084

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA