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lpacf  

Local Partial Autocorrelation Function Estimation for Locally Stationary Wavelet Processes
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("lpacf", "1.0.1")



Attach the package and use:
library("lpacf")
Maintained by
Rebecca Killick
[Scholar Profile | Author Map]
First Published: 2023-04-14
Latest Update: 2023-05-12
Description:
Provides the method for computing the local partial autocorrelation function for locally stationary wavelet time series from Killick, Knight, Nason, Eckley (2020) .
How to cite:
Rebecca Killick (2023). lpacf: Local Partial Autocorrelation Function Estimation for Locally Stationary Wavelet Processes. R package version 1.0.1, https://cran.r-project.org/web/packages/lpacf. Accessed 07 May. 2025.
Previous versions and publish date:
1.0 (2023-04-14 13:30)
Other packages that cited lpacf R package
View lpacf citation profile
Other R packages that lpacf depends, imports, suggests or enhances
Complete documentation for lpacf
Functions, R codes and Examples using the lpacf R package
Some associated functions: AutoBestBW.Epan . lpacf-package . lpacf.Epan . lpacf . lpacf.plot . plot.lpacf . print.lpacf . summary.lpacf . tvar2sim . 
Some associated R codes: AutoBestBW.Epan.R . Epanechnikov.R . lpacf.Epan.R . lpacf.R . lpacf.plot.R . plot.lpacf.R . print.lpacf.R . summary.lpacf.R . tvar2sim.R .  Full lpacf package functions and examples
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