• LASS

  • Referenced in 30 articles [sw00505]
  • Local Analysis of Self-Similarity - The LASS tool is designed to handle time series that ... essentially stationary, while others exhibit non-stationarity, which is either deterministic or stochastic in nature ... tool exploits wavelets to analyze the local dependence structure in the data over ... parameter that are less susceptible to local non-stationarity. The software tools are freely available...
  • costat

  • Referenced in 4 articles [sw24464]
  • hence evidence for locally stationarity). Given two non-stationary series (i.e. locally stationary series) this...
  • locits

  • Referenced in 4 articles [sw23366]
  • package locits: Test of Stationarity and Localized Autocovariance. Provides test of second-order stationarity...
  • DFL

  • Referenced in 35 articles [sw05163]
  • tackle the discrete ones we employ a local search-type approach. We propose different algorithms ... current iterate is updated and by the stationarity conditions satisfied by the limit points...
  • DFLBOX

  • Referenced in 14 articles [sw36987]
  • tackle the discrete ones we employ a local search-type approach. We propose different algorithms ... current iterate is updated and by the stationarity conditions satisfied by the limit points...
  • MuShROOM

  • Referenced in 15 articles [sw12000]
  • real-time iteration scheme. A proof of local contractivity under reasonable assumptions is given ... parametric active set method based on strong stationarity, a block structured factorization, and new matrix...
  • qpHPSC

  • Referenced in 15 articles [sw12001]
  • real-time iteration scheme. A proof of local contractivity under reasonable assumptions is given ... parametric active set method based on strong stationarity, a block structured factorization, and new matrix...
  • GWmodel

  • Referenced in 6 articles [sw08531]
  • window weighting technique, where a collection of local models are estimated at target locations. Commonly ... associated Monte Carlo significance tests for non-stationarity; (iv) a GW discriminant analysis...
  • DEGEN

  • Referenced in 1 article [sw07626]
  • iterates have some modest features of approximate local minimizers of the augmented Lagrangian. For MPCC ... stationary (hence, neither strongly stationary). However, strong stationarity is guaranteed if the generated dual sequence...
  • HSL

  • Referenced in 284 articles [sw00418]
  • HSL (formerly the Harwell Subroutine Library) is a...
  • KNITRO

  • Referenced in 200 articles [sw00490]
  • KNITRO is a solver for nonlinear optimization. It...
  • LANCELOT

  • Referenced in 310 articles [sw00500]
  • LANCELOT. A Fortran package for large-scale nonlinear...
  • MA57

  • Referenced in 94 articles [sw00536]
  • MA57 - a code for the solution of sparse...
  • Mathematica

  • Referenced in 6445 articles [sw00554]
  • Almost any workflow involves computing results, and that...
  • Matlab

  • Referenced in 13702 articles [sw00558]
  • MATLAB® is a high-level language and interactive...
  • Octave

  • Referenced in 312 articles [sw00646]
  • GNU Octave is a high-level language, primarily...
  • R

  • Referenced in 10196 articles [sw00771]
  • R is a language and environment for statistical...
  • UMFPACK

  • Referenced in 421 articles [sw00989]
  • An ANSI C code for sparse LU factorization...
  • DUNE

  • Referenced in 186 articles [sw01466]
  • DUNE, the Distributed and Unified Numerics Environment is...
  • FUNFITS

  • Referenced in 26 articles [sw02191]
  • The LENNS package (’Lyapunov Exponents for Noisy Nonlinear...