unsystation: Stationarity Test Based on Unsystematic Sub-Sampling

Performs a test for second-order stationarity of time series based on unsystematic sub-samples.

Author
Haeran Cho
Date of publication
2016-11-03 19:09:10
Maintainer
Haeran Cho <haeran.cho@bristol.ac.uk>
License
GPL-2
Version
0.1.1

View on CRAN

Man pages

funcApplyVar
Computation of the standard errors of main statistics over...
func_coef
Haar wavelet coefficients
funcRes
Random interval generation and main statistic computation
funcResVar
Main statistic computation for bootstrap samples
funcSimX
AR series generation
unsys.station.test
A second-order stationarity of time series based on...
unsystation-package
A second-order stationarity of time series based on...

Files in this package

unsystation
unsystation/src
unsystation/src/sim12.cpp
unsystation/src/Makevars.win
unsystation/src/RcppExports.cpp
unsystation/NAMESPACE
unsystation/R
unsystation/R/RcppExports.R
unsystation/R/stat_code.R
unsystation/MD5
unsystation/DESCRIPTION
unsystation/man
unsystation/man/unsystation-package.Rd
unsystation/man/funcSimX.Rd
unsystation/man/funcRes.Rd
unsystation/man/func_coef.Rd
unsystation/man/unsys.station.test.Rd
unsystation/man/funcApplyVar.Rd
unsystation/man/funcResVar.Rd