unsystation-package: A second-order stationarity of time series based on...
In unsystation: Stationarity Test Based on Unsystematic Sub-Sampling
Description
Details
Author(s)
References
Description
The package implements a new method for testing the stationarity of time series, where the test statistic is obtained from measuring and maximising the difference in the second-order structure over pairs of randomly drawn intervals.
Details
Package: unsystation
Type: Package
Version: 0.2.0
Date: 2018-05-23
License: GPL (>= 2)
The main routine of the package is unsys.station.test.
Author(s)
Haeran Cho
Maintainer: Haeran Cho <haeran.cho@bristol.ac.uk>
References
H. Cho (2016) A second-order stationarity of time series based on unsystematic sub-samples. Stat, vol. 5, 262-277.
unsystation documentation built on May 2, 2019, 7:29 a.m.
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Description Details Author(s) References
Description
The package implements a new method for testing the stationarity of time series, where the test statistic is obtained from measuring and maximising the difference in the second-order structure over pairs of randomly drawn intervals.
Details
| Package: | unsystation |
| Type: | Package |
| Version: | 0.2.0 |
| Date: | 2018-05-23 |
| License: | GPL (>= 2) |
The main routine of the package is unsys.station.test.
Author(s)
Haeran Cho
Maintainer: Haeran Cho <haeran.cho@bristol.ac.uk>
References
H. Cho (2016) A second-order stationarity of time series based on unsystematic sub-samples. Stat, vol. 5, 262-277.
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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