R: Local Partial Autocorrelation Function Estimation for Locally Stationary Wavelet Processes

# Local Partial Autocorrelation Function Estimation for Locally Stationary Wavelet Processes

## Documentation for package ‘lpacf’ version 1.0.2

- DESCRIPTION file
- Package NEWS

## Help Pages

lpacf-package | Compute localized partial autocorrelation for locally stationary wavelet time series.
AutoBestBW.Epan | Choose a good bandwidth for smoothing of a EWS spectral estimator using the Epanechnikov kernel.
lpacf | Calculates the lpacf (local partial autocorrelation function).
lpacf.Epan | Calculates the lpacf (local partial autocorrelation function) using an Epanechnikov kernel spectral smoother.
lpacf.plot | Function to produce various plots of the lpacf.
plot.lpacf | Plot localized partial autocorrelation information in an 'lpacf' object.
print.lpacf | Prints a 'lpacf' object.
summary.lpacf | Print out summary information about a 'lpacf' object.
tvar2sim | Simulate a realization from a particular TVAR(2) model.