r-lpacf 1.0.1
Channel: guix-cran
Home page: https://cran.r-project.org/package=lpacf
Licenses: GPL 2
Synopsis: Local Partial Autocorrelation Function Estimation for Locally Stationary Wavelet Processes
Description:
This 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>.
Total results: 1