locits: Test of Stationarity and Localized Autocovariance

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>.

Version:	1.7.8
Depends:	R (≥ 3.3), wavethresh, igraph
Published:	2025-07-24
DOI:	10.32614/CRAN.package.locits
Author:	Guy Nason [aut, cre]
Maintainer:	Guy Nason <g.nason at imperial.ac.uk>
License:	GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation:	yes
Citation:	locits citation info
In views:	TimeSeries
CRAN checks:	locits results

Documentation:

Reference manual:

locits.html , locits.pdf

Downloads:

Package source:	locits_1.7.8.tar.gz
Windows binaries:	r-devel: locits_1.7.8.zip, r-release: locits_1.7.8.zip, r-oldrel: locits_1.7.8.zip
macOS binaries:	r-release (arm64): locits_1.7.8.tgz, r-oldrel (arm64): locits_1.7.8.tgz, r-release (x86_64): locits_1.7.8.tgz, r-oldrel (x86_64): locits_1.7.8.tgz
Old sources:	locits archive

Reverse dependencies:

Reverse depends:	forecastLSW, lpacf
Reverse imports:	TrendLSW

Linking:

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