LSTS: Locally Stationary Time Series

Has a set of functions that allows stationary analysis and locally stationary time series analysis.

Package details

AuthorRicardo Olea <[email protected]>, Wilfredo Palma <[email protected]>, Pilar Rubio <[email protected]>
MaintainerRicardo Olea <[email protected]>
Package repositoryView on CRAN
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LSTS documentation built on May 29, 2017, 6:36 p.m.