lpacf-package: Compute localized partial autocorrelation for locally...
In lpacf: Local Partial Autocorrelation Function Estimation for Locally Stationary Wavelet Processes
lpacf-package R Documentation
Compute localized partial autocorrelation for locally stationary wavelet time series.
Description
This package computes a localized partial autocorrelation of a time series assuming a locally stationary wavelet model.
Details
Package: lpacf
Type: Package
Version: 1.0.2
Date: 2025-08-12
License: GPL-2
The lpacf function computes the localized partial autocorrelation
of a locally stationary time series. The resultant object can be printed using
print.lpacf or plotted by plot.lpacf.
Author(s)
Rebecca Killick, Marina Knight, Guy Nason and Matt Nunes
Maintainer: Rebecca Killick <r.killick@lancs.ac.uk>
References
Killick, R., Knight, M. I., Nason, G.P. and Eckley, I. A. (2020)
The local partial autocorrelation function and some applications.
Electron. J. Statist. 14 (2), 3268-3314.
DOI: 10.1214/20-EJS1748.
See Also
lpacf
Examples
#
# See examples in each of the functions' help pages linked above.
#
lpacf documentation built on Aug. 22, 2025, 9:13 a.m.
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| lpacf-package | R Documentation |
Compute localized partial autocorrelation for locally stationary wavelet time series.
Description
This package computes a localized partial autocorrelation of a time series assuming a locally stationary wavelet model.
Details
| Package: | lpacf |
| Type: | Package |
| Version: | 1.0.2 |
| Date: | 2025-08-12 |
| License: | GPL-2 |
The lpacf function computes the localized partial autocorrelation
of a locally stationary time series. The resultant object can be printed using
print.lpacf or plotted by plot.lpacf.
Author(s)
Rebecca Killick, Marina Knight, Guy Nason and Matt Nunes
Maintainer: Rebecca Killick <r.killick@lancs.ac.uk>
References
Killick, R., Knight, M. I., Nason, G.P. and Eckley, I. A. (2020) The local partial autocorrelation function and some applications. Electron. J. Statist. 14 (2), 3268-3314. DOI: 10.1214/20-EJS1748.
See Also
lpacf
Examples
#
# See examples in each of the functions' help pages linked above.
#
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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