lpacf

Local Partial Autocorrelation Function Estimation for Locally Stationary Wavelet Processes

CRAN Package

Provides the method for computing the local partial autocorrelation function for locally stationary wavelet time series from Killick, Knight, Nason, Eckley (2020) doi:10.1214/20-EJS1748.

  • Version1.0.1
  • R versionunknown
  • LicenseGPL-2
  • Needs compilation?No
  • Last release05/12/2023

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  • Depends2 packages
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