{ "_id": "6a104ab8acfb0bcc41c9fbd6", "Package": "locits", "Type": "Package", "Title": "Test of Stationarity and Localized Autocovariance", "Version": "1.7.8", "Date": "2025-07-24", "Authors@R": "c(person(\"Guy\", \"Nason\", role=c(\"aut\", \"cre\"),\nemail=\"g.nason@imperial.ac.uk\"))", "Description": "Provides test of second-order stationarity for time series\n(for dyadic and arbitrary-n length data). Provides localized\nautocovariance, with confidence intervals, for locally\nstationary (nonstationary) time series. See Nason, G P (2013)\n\"A test for second-order stationarity and approximate\nconfidence intervals for localized autocovariance for locally\nstationary time series.\" Journal of the Royal Statistical\nSociety, Series B, 75, 879-904. .", "License": "GPL (>= 2)", "NeedsCompilation": "yes", "Packaged": { "Date": "2026-05-10 08:06:44 UTC", "User": "root" }, "Author": "Guy Nason [aut, cre]", "Maintainer": "Guy Nason ", "Config/pak/sysreqs": "libglpk-dev libxml2-dev", "Repository": "https://guynason.r-universe.dev", "Date/Publication": "2025-07-24 16:10:13 UTC", "RemoteUrl": "https://github.com/cran/locits", "RemoteRef": "HEAD", "RemoteSha": "2afbc0fe5ef58d57a15e020685abd06769116b32", "MD5sum": "1e647d3b39f74147ec1383d97593548c", "_user": "guynason", "_type": "src", "_file": "locits_1.7.8.tar.gz", "_fileid": "06e1e812a3071fddc3a9a334b691b4ad2fb3c88edd82a68e449fa50b22ecbe76", "_filesize": 373180, "_sha256": "06e1e812a3071fddc3a9a334b691b4ad2fb3c88edd82a68e449fa50b22ecbe76", "_created": 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"locits" ] }, { "page": "AutoBestBW", "title": "Choose a good bandwidth for running mean smoothing of a EWS spectral estimator.", "topics": [ "AutoBestBW" ] }, { "page": "covI", "title": "Compute the covariance between two wavelet periodogram ordinates at the same scale, but different time locations.", "topics": [ "covI" ] }, { "page": "covIwrap", "title": "A wrapper for the covI function.", "topics": [ "covIwrap" ] }, { "page": "Cvarip2", "title": "Computes variance of Haar wavelet coefficients of wavelet periodogram using C code.", "topics": [ "Cvarip2" ] }, { "page": "EstBetaCov", "title": "Compute estimate of wavelet periodogram and the estimate's covariance matrix.", "topics": [ "EstBetaCov" ] }, { "page": "ewspec3", "title": "Compute evolutionary wavelet spectrum of a time series.", "topics": [ "ewspec3" ] }, { "page": "ewspecHaarNonPer", "title": "Compute evolutionary wavelet spectrum (EWS) estimate based on the Haar wavelet transform.", "topics": [ "ewspecHaarNonPer" ] }, { "page": "getridofendNA", "title": "Replaces all NAs in vector by 0", "topics": [ "getridofendNA" ] }, { "page": "HwdS", "title": "Compute the non-decimated Haar wavelet transform without using periodic boundary conditions.", "topics": [ "HwdS" ] }, { "page": "hwt", "title": "Compute a Haar wavelet transform for data of arbitrary n length", "topics": [ "hwt" ] }, { "page": "hwtos", "title": "Haar wavelet test for (second-order) stationarity for arbitrary length time series.", "topics": [ "hwtos" ] }, { "page": "hwtos2", "title": "Test of second-order stationarity using wavelets.", "topics": [ "hwtos2" ] }, { "page": "idlastzero", "title": "Return the index of the last zero in a vector", "topics": [ "idlastzero" ] }, { "page": "lacf", "title": "Compute localized autocovariance.", "topics": [ "lacf" ] }, { "page": "littlevar", "title": "Subsidiary helper function for hwtos2", "topics": [ "littlevar" ] }, { "page": "mkcoef", "title": "Compute discrete wavelets.", "topics": [ "mkcoef" ] }, { "page": "plot.hwtANYN", "title": "Plots the transform contained in an 'hwtANYN' object.", "topics": [ "plot.hwtANYN" ] }, { "page": "plot.lacf", "title": "Plot localized autocovariance (lacf) object.", "topics": [ "plot.lacf" ] }, { "page": "plot.lacfCI", "title": "Plot confidence intervals for localized autocovariance for locally stationary time series.", "topics": [ "plot.lacfCI" ] }, { "page": "plot.tos", "title": "Produces a graphical representation of the results of a test of stationarity contained in a 'tos' object.", "topics": [ "plot.tos" ] }, { "page": "plot.tosANYN", "title": "Produces a graphical representation of the results of a test of stationarity from a 'tosANYN' object.", "topics": [ "plot.tosANYN" ] }, { "page": "print.hwtANYN", "title": "Print out a 'hwtANYN' class object, eg from the 'link{hwt}' function.", "topics": [ "print.hwtANYN" ] }, { "page": "print.lacf", "title": "Print lacf class object", "topics": [ "print.lacf" ] }, { "page": "print.lacfCI", "title": 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