LSTS: Locally Stationary Time Series

A set of functions that allow stationary analysis and locally stationary time series analysis.

Getting started

Package details

AuthorRicardo Olea [aut, cph], Wilfredo Palma [aut, cph], Pilar Rubio [aut], Mauricio Vargas [aut, cre] (<>)
MaintainerMauricio Vargas <>
LicenseApache License (>= 2)
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

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LSTS documentation built on July 29, 2021, 5:07 p.m.