Man pages for pachamaltese/lsts
Locally Stationary Time Series

block.smooth.periodogramSmooth Periodogram by Blocks
Box.Ljung.TestLjung-Box Test Plot
hessianHessian Matrix
LS.kalmanKalman filter for locally stationary processes
LS.summarySummary for Locally Stationary Time Series
LS.whittleWhittle estimator to Locally Stationary Time Series
LS.whittle.loglikLocally Stationary Whittle log-likelihood Function
LS.whittle.loglik.sdLocally Stationary Whittle Log-likelihood sigma
LS.whittle.loglik.thetaLocally Stationary Whittle Log-likelihood theta
mallecoAverage Araucaria Araucana Tree Ring Width
periodogramPeriodogram function
smooth.periodogramSmoothing periodogram
spectral.densitySpectral Density
ts.diagDiagnostic Plots for Time Series fits
pachamaltese/lsts documentation built on Jan. 27, 2024, 4:39 a.m.