mvLSW: Multivariate, Locally Stationary Wavelet Process Estimation (original) (raw)
Tools for analysing multivariate time series with wavelets. This includes: simulation of a multivariate locally stationary wavelet (mvLSW) process from a multivariate evolutionary wavelet spectrum (mvEWS); estimation of the mvEWS, local coherence and local partial coherence. See Park, Eckley and Ombao (2014) <doi:10.1109/TSP.2014.2343937> for details.
| Version: | 1.2.5 |
|---|---|
| Depends: | R (≥ 3.2), fields, wavethresh, xts, zoo, methods |
| Published: | 2022-06-14 |
| DOI: | 10.32614/CRAN.package.mvLSW |
| Author: | Simon Taylor [aut], Tim Park [aut], Idris Eckley [ths], Rebecca Killick [ctb], Daniel Grose [aut, cre] |
| Maintainer: | Daniel Grose <dan.grose at lancaster.ac.uk> |
| License: | GPL (≥ 3) |
| NeedsCompilation: | yes |
| Citation: | mvLSW citation info |
| Materials: | NEWS |
| In views: | TimeSeries |
| CRAN checks: | mvLSW results |
Documentation:
Downloads:
Reverse dependencies:
Linking:
Please use the canonical formhttps://CRAN.R-project.org/package=mvLSWto link to this page.