Package: LSTS 2.1
LSTS: Locally Stationary Time Series
A set of functions that allow stationary analysis and locally stationary time series analysis.
Authors:
LSTS_2.1.tar.gz
LSTS_2.1.zip(r-4.5)LSTS_2.1.zip(r-4.4)LSTS_2.1.zip(r-4.3)
LSTS_2.1.tgz(r-4.4-any)LSTS_2.1.tgz(r-4.3-any)
LSTS_2.1.tar.gz(r-4.5-noble)LSTS_2.1.tar.gz(r-4.4-noble)
LSTS_2.1.tgz(r-4.4-emscripten)LSTS_2.1.tgz(r-4.3-emscripten)
LSTS.pdf |LSTS.html✨
LSTS/json (API)
NEWS
| # Install 'LSTS' in R: |
| install.packages('LSTS', repos = c('https://pachadotdev.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/pachamaltese/lsts/issues
- malleco - Average Araucaria Araucana Tree Ring Width
Last updated 10 months agofrom:9d8ab6cd97. Checks:OK: 1 NOTE: 6. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Nov 08 2024 |
| R-4.5-win | NOTE | Nov 08 2024 |
| R-4.5-linux | NOTE | Nov 08 2024 |
| R-4.4-win | NOTE | Nov 08 2024 |
| R-4.4-mac | NOTE | Nov 08 2024 |
| R-4.3-win | NOTE | Nov 08 2024 |
| R-4.3-mac | NOTE | Nov 08 2024 |
Exports:block.smooth.periodogramBox.Ljung.TesthessianLS.kalmanLS.summaryLS.whittleLS.whittle.loglikLS.whittle.loglik.sdLS.whittle.loglik.thetaperiodogramsmooth.periodogramspectral.densityts.diag
Dependencies:clicolorspacefansifarverggplot2gluegtableisobandlabelinglatticelifecyclemagrittrMASSMatrixmgcvmunsellnlmepatchworkpillarpkgconfigR6rbibutilsRColorBrewerRdpackrlangscalestibbleutf8vctrsviridisLitewithr
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Smooth Periodogram by Blocks | block.smooth.periodogram |
| Ljung-Box Test Plot | Box.Ljung.Test |
| Hessian Matrix | hessian |
| Kalman filter for locally stationary processes | LS.kalman |
| Summary for Locally Stationary Time Series | LS.summary |
| Whittle estimator to Locally Stationary Time Series | LS.whittle |
| Locally Stationary Whittle log-likelihood Function | LS.whittle.loglik |
| Locally Stationary Whittle Log-likelihood sigma | LS.whittle.loglik.sd |
| Locally Stationary Whittle Log-likelihood theta | LS.whittle.loglik.theta |
| Average Araucaria Araucana Tree Ring Width | malleco |
| Periodogram function | periodogram |
| Smoothing periodogram | smooth.periodogram |
| Spectral Density | spectral.density |
| Diagnostic Plots for Time Series fits | ts.diag |
