R: Test of Stationarity and Localized Autocovariance

# Test of Stationarity and Localized Autocovariance

## Documentation for package ‘locits’ version 1.7.8

- DESCRIPTION file

## Help Pages

locits-package | New test of second-order stationarity and confidence intervals for localized autocovariance.
AutoBestBW | Choose a good bandwidth for running mean smoothing of a EWS spectral estimator.
covI | Compute the covariance between two wavelet periodogram ordinates at the same scale, but different time locations.
covIwrap | A wrapper for the covI function.
Cvarip2 | Computes variance of Haar wavelet coefficients of wavelet periodogram using C code.
EstBetaCov | Compute estimate of wavelet periodogram and the estimate's covariance matrix.
ewspec3 | Compute evolutionary wavelet spectrum of a time series.
ewspecHaarNonPer | Compute evolutionary wavelet spectrum (EWS) estimate based on the Haar wavelet transform.
getridofendNA | Replaces all NAs in vector by 0
HwdS | Compute the non-decimated Haar wavelet transform without using periodic boundary conditions.
hwt | Compute a Haar wavelet transform for data of arbitrary n length
hwtos | Haar wavelet test for (second-order) stationarity for arbitrary length time series.
hwtos2 | Test of second-order stationarity using wavelets.
idlastzero | Return the index of the last zero in a vector
lacf | Compute localized autocovariance.
littlevar | Subsidiary helper function for hwtos2
locits | New test of second-order stationarity and confidence intervals for localized autocovariance.
mkcoef | Compute discrete wavelets.
plot.hwtANYN | Plots the transform contained in an 'hwtANYN' object.
plot.lacf | Plot localized autocovariance (lacf) object.
plot.lacfCI | Plot confidence intervals for localized autocovariance for locally stationary time series.
plot.tos | Produces a graphical representation of the results of a test of stationarity contained in a 'tos' object.
plot.tosANYN | Produces a graphical representation of the results of a test of stationarity from a 'tosANYN' object.
print.hwtANYN | Print out a 'hwtANYN' class object, eg from the 'link{hwt}' function.
print.lacf | Print lacf class object
print.lacfCI | Print basic information about a 'lacfCI' object.
print.tos | Print out a 'tos' class object, eg from the 'link{hwtos2}' function.
print.tosANYN | Print out a 'tosANYN' class object, eg from the 'link{hwtos}' function.
runmean | Compute a running mean of a vector
Rvarlacf | Compute confidence intervals for localized autocovariance for locally stationary time series.
StoreStatistics | Interogates calculation store to see how well we are reusing previous calculations (debugging)
summary.hwtANYN | Summarize the results of a Haar wavelet transform object computed from an arbitrary length vector.
summary.lacf | Summarizes a lacf object
summary.lacfCI | Produce a brief summary of the contents of a 'lacfCI' object
summary.tos | Summarize the results of a test of stationarity contained i a 'tos' object.
summary.tosANYN | Summarize the results of a test of stationarity contained in an 'tosANYN' class object.
tvar1sim | Simulate a realization from a particular TVAR(1) model.
varip2 | Direct computation of estimate of variance of v_ip, the Haar wavelet coefficients of the periodogram.
whichlevel | Helper routine for 'mkcoef'
zeropad | Intersperse zeroes in a vector.