Locally Stationary Time Series

A set of functions that allow stationary analysis and locally stationary time series analysis.


Reference manual

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2.1 by Mauricio Vargas, 3 months ago


Report a bug at https://github.com/pachadotdev/LSTS/issues/

Browse source code at https://github.com/cran/LSTS

Authors: Ricardo Olea [aut, cph] , Wilfredo Palma [aut, cph] , Pilar Rubio [aut] , Mauricio Vargas [aut, cre]

Documentation:   PDF Manual  

Task views: Time Series Analysis

Apache License (>= 2) license

Imports stats, Rdpack, ggplot2, scales, patchwork

Suggests testthat

See at CRAN