doi:10.1007/s40435-020-00706-y>) to handle dynamic co-movements of multivariate time series via extending multiple and quadruple wavelet coherence methodologies. This package can be used to perform multiple wavelet coherence, quadruple wavelet coherence, and n-dimensional vector wavelet coherence analyses.">

vectorwavelet: Vector Wavelet Coherence for Multiple Time Series (original) (raw)

New wavelet methodology (vector wavelet coherence) (Oygur, T., Unal, G, 2020 <doi:10.1007/s40435-020-00706-y>) to handle dynamic co-movements of multivariate time series via extending multiple and quadruple wavelet coherence methodologies. This package can be used to perform multiple wavelet coherence, quadruple wavelet coherence, and n-dimensional vector wavelet coherence analyses.

Version: 0.1.0
Depends: biwavelet (≥ 0.20.19)
Imports: iterators, spam, maps, fields, foreach, Rcpp
Suggests: knitr, rmarkdown, devtools
Published: 2021-01-13
DOI: 10.32614/CRAN.package.vectorwavelet
Author: Tunc Oygur [aut, cre], Gazanfer Unal [aut], Tarik C. Gouhier [ctb], Aslak Grinsted [ctb], Viliam Simko [ctb]
Maintainer: Tunc Oygur
BugReports: https://github.com/toygur/vectorwavelet/issues
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: https://github.com/toygur/vectorwavelet
NeedsCompilation: no
CRAN checks: vectorwavelet results

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