• LASS

  • Referenced in 29 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 28 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 11 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 9 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 9 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 5 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...
  • KNITRO

  • Referenced in 180 articles [sw00490]
  • KNITRO is a solver for nonlinear optimization. It...
  • MA57

  • Referenced in 88 articles [sw00536]
  • MA57 - a code for the solution of sparse...
  • Mathematica

  • Referenced in 6075 articles [sw00554]
  • Almost any workflow involves computing results, and that...
  • Matlab

  • Referenced in 12557 articles [sw00558]
  • MATLAB® is a high-level language and interactive...
  • Octave

  • Referenced in 294 articles [sw00646]
  • GNU Octave is a high-level language, primarily...
  • R

  • Referenced in 8776 articles [sw00771]
  • R is a language and environment for statistical...
  • UMFPACK

  • Referenced in 375 articles [sw00989]
  • An ANSI C code for sparse LU factorization...
  • DUNE

  • Referenced in 155 articles [sw01466]
  • DUNE, the Distributed and Unified Numerics Environment is...
  • FUNFITS

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

  • Referenced in 205 articles [sw02212]
  • LOQO: An interior point code for quadratic programming...
  • SNOPT

  • Referenced in 524 articles [sw02300]
  • SNOPT: An SQP algorithm for large-scale constrained...