vectorwavelet: Vector Wavelet Coherence for Multiple Time Series
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 |
| Author: |
Tunc Oygur [aut, cre],
Gazanfer Unal [aut],
Tarik C. Gouhier [ctb],
Aslak Grinsted [ctb],
Viliam Simko [ctb] |
| Maintainer: |
Tunc Oygur <info at tuncoygur.com.tr> |
| 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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