Other packages > Find by keyword >

locits  

Test of Stationarity and Localized Autocovariance
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("locits", "1.7.7")



Attach the package and use:
library("locits")
Maintained by
Guy Nason
[Scholar Profile | Author Map]
First Published: 2013-10-18
Latest Update: 2023-09-05
Description:
Provides test of second-order stationarity for time series (for dyadic and arbitrary-n length data). Provides localized autocovariance, with confidence intervals, for locally stationary (nonstationary) time series. See Nason, G P (2013) "A test for second-order stationarity and approximate confidence intervals for localized autocovariance for locally stationary time series." Journal of the Royal Statistical Society, Series B, 75, 879-904. .
How to cite:
Guy Nason (2013). locits: Test of Stationarity and Localized Autocovariance. R package version 1.7.7, https://cran.r-project.org/web/packages/locits. Accessed 12 Apr. 2025.
Previous versions and publish date:
1.4 (2013-10-18 17:10), 1.7.1 (2016-03-30 20:35), 1.7.3 (2016-11-14 20:54), 1.7.5 (2022-05-09 10:40), 1.7.6 (2022-11-07 16:20)
Other packages that cited locits R package
View locits citation profile
Other R packages that locits depends, imports, suggests or enhances
Complete documentation for locits
Downloads during the last 30 days
03/1303/1403/1503/1603/1703/1803/1903/2003/2103/2203/2303/2403/2503/2603/2703/2803/2903/3003/3104/0104/0204/0304/0404/0504/0604/0704/0804/0904/1004/11Downloads for locits2468101214161820TrendBars

Today's Hot Picks in Authors and Packages

rem  
Relational Event Models (REM)
Calculate endogenous network effects in event sequences and fit relational event models (REM): Using ...
Download / Learn more Package Citations See dependency  
oysteR  
Scans R Projects for Vulnerable Third Party Dependencies
Collects a list of your third party R packages, and scans them with the 'OSS' Index provided by 'So ...
Download / Learn more Package Citations See dependency  
nextGenShinyApps  
Craft Exceptional 'R Shiny' Applications and Dashboards with Novel Responsive Tools
Nove responsive tools for designing and developing 'Shiny' dashboards and applications. The scripts ...
Download / Learn more Package Citations See dependency  
dials  
Tools for Creating Tuning Parameter Values
Many models contain tuning parameters (i.e. parameters that cannot be directly estimated from the d ...
Download / Learn more Package Citations See dependency  
modeest  
Mode Estimation
Provides estimators of the mode of univariate data or univariate distributions. ...
Download / Learn more Package Citations See dependency  
pampe  
Implementation of the Panel Data Approach Method for Program Evaluation
Implements the Panel Data Approach Method for program evaluation as developed in Hsiao, Ching and Ki ...
Download / Learn more Package Citations See dependency  

24,012

R Packages

207,311

Dependencies

64,867

Author Associations

24,013

Publication Badges

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