costat
Time Series Costationarity Determination
Contains functions that can determine whether a time series is second-order stationary or not (and hence evidence for locally stationarity). Given two non-stationary series (i.e. locally stationary series) this package can then discover time-varying linear combinations that are second-order stationary. Cardinali, A. and Nason, G.P. (2013) doi:10.18637/jss.v055.i01.
- Version2.4.1
- R versionunknown
- LicenseGPL-2
- LicenseGPL-3
- Needs compilation?No
- costat citation info
- Last release09/06/2023
Documentation
Team
Guy Nason
Alessandro Cardinali
Show author detailsRolesAuthor, Contributor
Insights
Last 30 days
This package has been downloaded 256 times in the last 30 days. Enough downloads to make a small wave in the niche community. The curiosity is spreading! The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 4 times.
The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.
Last 365 days
This package has been downloaded 3,734 times in the last 365 days. Now we’re talking! This work is officially 'heard of in academic circles', just like those wild research papers on synthetic bananas. The day with the most downloads was Jan 22, 2025 with 43 downloads.
The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.
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Dependencies
- Depends1 package