LSTS: Locally Stationary Time Series

A set of functions that allow stationary analysis and locally stationary time series analysis. The principal references are Dahlhaus (1997) <doi:10.1214/aos/1034276620>, Dahlhaus and Giraitis (1998) <doi:10.1111/1467-9892.00114>, Brockwell, et al. (2002) <isbn:978-3-319-29854-2>, Ljung and Box (1978) <doi:10.1093/biomet/65.2.297>, Palma (2007) <isbn:978-0-470-11402-5>, Palma, et al. (2011) <doi:10.1002/for.1259>, and Palma and Olea (2010) <doi:10.1214/10-AOS812>.

Version: 2.0
Depends: R (≥ 3.6.0)
Imports: stats, Rdpack, ggplot2, scales, patchwork
Suggests: testthat (≥ 2.1.0)
Published: 2021-04-18
Author: Ricardo Olea [aut, cph], Wilfredo Palma [aut, cph], Pilar Rubio [aut], Mauricio Vargas ORCID iD [aut, cre], National Oceanic and Atmospheric Administration (NOAA) [dtc]
Maintainer: Mauricio Vargas <mavargas11 at uc.cl>
BugReports: https://github.com/pachamaltese/LSTS/issues/
License: Apache License (≥ 2)
URL: https://pacha.dev/LSTS/
NeedsCompilation: no
Materials: NEWS
In views: TimeSeries
CRAN checks: LSTS results

Downloads:

Reference manual: LSTS.pdf
Package source: LSTS_2.0.tar.gz
Windows binaries: r-devel: LSTS_2.0.zip, r-release: LSTS_2.0.zip, r-oldrel: LSTS_2.0.zip
macOS binaries: r-release (arm64): LSTS_2.0.tgz, r-release (x86_64): LSTS_2.0.tgz, r-oldrel: LSTS_2.0.tgz
Old sources: LSTS archive

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