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: 2025-07-24 11:08:47 UTC; gnason
Author: Guy Nason [aut, cre]
Maintainer: Guy Nason <g.nason@imperial.ac.uk>
Repository: CRAN
Date/Publication: 2025-07-24 16:10:13 UTC
Built: R 4.6.0; x86_64-apple-darwin20; 2026-04-27 16:55:30 UTC; unix
Archs: locits.so.dSYM
