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 |
| 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 <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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