Package: vectorwavelet 0.1.0
Tunc Oygur
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.
Authors:
vectorwavelet_0.1.0.tar.gz
vectorwavelet_0.1.0.zip(r-4.5)vectorwavelet_0.1.0.zip(r-4.4)vectorwavelet_0.1.0.zip(r-4.3)
vectorwavelet_0.1.0.tgz(r-4.4-any)vectorwavelet_0.1.0.tgz(r-4.3-any)
vectorwavelet_0.1.0.tar.gz(r-4.5-noble)vectorwavelet_0.1.0.tar.gz(r-4.4-noble)
vectorwavelet_0.1.0.tgz(r-4.4-emscripten)vectorwavelet_0.1.0.tgz(r-4.3-emscripten)
vectorwavelet.pdf |vectorwavelet.html✨
vectorwavelet/json (API)
| # Install 'vectorwavelet' in R: |
| install.packages('vectorwavelet', repos = c('https://toygur.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/toygur/vectorwavelet/issues
Last updated 4 years agofrom:0779c34d9d. Checks:OK: 1 NOTE: 6. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Nov 09 2024 |
| R-4.5-win | NOTE | Nov 09 2024 |
| R-4.5-linux | NOTE | Nov 09 2024 |
| R-4.4-win | NOTE | Nov 09 2024 |
| R-4.4-mac | NOTE | Nov 09 2024 |
| R-4.3-win | NOTE | Nov 09 2024 |
| R-4.3-mac | NOTE | Nov 09 2024 |
Exports:ar1nvmwcn.check.datan.check.datumplot.vectorwaveletqmwcvwc
Dependencies:biwaveletcodetoolsdotCall64fieldsforeachiteratorsmapsRcppspamviridisLite
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Vector wavelet coherence for multiple time series | vectorwavelet-package vectorwavelet |
| AR1NV - Estimate the parameters for an AR(1) model | ar1nv |
| Compute multiple wavelet coherence | mwc |
| Check the format of multivariate time series | n.check.data |
| Helper function | n.check.datum |
| Plot 'vectorwavelet' objects | plot.vectorwavelet |
| Compute quadruple wavelet coherence | qmwc |
| Compute n-dimensional vector wavelet coherence | vwc |