Locally Stationary Time Series

block.smooth.periodogram | Smooth Periodogram by Blocks |

Box.Ljung.Test | Ljung-Box Test Plot |

hessian | Hessian Matrix |

LS.kalman | Kalman filter for locally stationary processes |

LS.summary | Summary for Locally Stationary Time Series |

LS.whittle | Whittle estimator to Locally Stationary Time Series |

LS.whittle.loglik | Locally Stationary Whittle log-likelihood Function |

LS.whittle.loglik.sd | Locally Stationary Whittle Log-likelihood sigma |

LS.whittle.loglik.theta | Locally Stationary Whittle Log-likelihood theta |

malleco | Average Araucaria Araucana Tree Ring Width |

periodogram | Periodogram function |

smooth.periodogram | Smoothing periodogram |

spectral.density | Spectral Density |

ts.diag | Diagnostic Plots for Time Series fits |

Embedding an R snippet on your website

Add the following code to your website.

For more information on customizing the embed code, read Embedding Snippets.