r-lpacf

Description

Local Partial Autocorrelation Function Estimation for Locally Stationary Wavelet Processes.

Description

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>.

Metadata

Version

1.0.1

License

Unknown

Platforms (75)

Darwin

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Linux

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NetBSD

none

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armv6l-none
armv7a-darwin
armv7a-linux
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avr-none
i686-cygwin
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javascript-ghcjs
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Platforms75 (75)

Platforms (75)