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"),
	email="g.nason@imperial.ac.uk"))
Depends: R (>= 3.3), wavethresh, igraph
Description: Provides test of second-order stationarity for time series
        (for dyadic and arbitrary-n length data). Provides localized
        autocovariance, with confidence intervals, for locally
        stationary (nonstationary) time series. See Nason, G P (2013)
        "A test for second-order stationarity and approximate
        confidence intervals for localized autocovariance for locally
        stationary time series." Journal of the Royal Statistical
        Society, Series B, 75, 879-904.  <doi:10.1111/rssb.12015>.
License: GPL (>= 2)
NeedsCompilation: yes
Packaged: 2026-10-07 10:19:39 UTC; root
Author: Guy Nason [aut, cre]
Maintainer: Guy Nason <g.nason@imperial.ac.uk>
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