| unsystation-package {unsystation} | R Documentation |
A second-order stationarity of time series based on unsystematic sub-samples
Description
The package implements a new method for testing the stationarity of time series, where the test statistic is obtained from measuring and maximising the difference in the second-order structure over pairs of randomly drawn intervals.
Details
| Package: | unsystation |
| Type: | Package |
| Version: | 0.2.0 |
| Date: | 2018-05-23 |
| License: | GPL (>= 2) |
The main routine of the package is unsys.station.test.
Author(s)
Haeran Cho
Maintainer: Haeran Cho <haeran.cho@bristol.ac.uk>
References
H. Cho (2016) A second-order stationarity of time series based on unsystematic sub-samples. Stat, vol. 5, 262-277.
[Package unsystation version 0.2.0 Index]