lpacf
Local Partial Autocorrelation Function Estimation for Locally Stationary Wavelet Processes
Provides the method for computing the local partial autocorrelation function for locally stationary wavelet time series from Killick, Knight, Nason, Eckley (2020)
- Version1.0.1
- R version≥ 3.0 stats,
- LicenseGPL-2
- Needs compilation?No
- Last release05/12/2023
Documentation
Team
Rebecca Killick
Guy Nason
Show author detailsRolesAuthorMarina Knight
Show author detailsRolesAuthorMatt Nunes
Show author detailsRolesAuthorIdris Eckley
Show author detailsRolesContributor
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- Depends5 packages
- Reverse Depends1 package