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-4.7)vectorwavelet_0.1.0.zip(r-4.6)vectorwavelet_0.1.0.zip(r-4.5)
vectorwavelet_0.1.0.tgz(r-4.6-any)vectorwavelet_0.1.0.tgz(r-4.5-any)
vectorwavelet_0.1.0.tar.gz(r-4.7-any)vectorwavelet_0.1.0.tar.gz(r-4.6-any)
vectorwavelet_0.1.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
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 from:0779c34d9d. Checks:7 NOTE, 2 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-x86_64 | NOTE | 138 | ||
| source / vignettes | OK | 178 | ||
| linux-release-x86_64 | NOTE | 133 | ||
| macos-release-arm64 | NOTE | 144 | ||
| macos-oldrel-arm64 | NOTE | 169 | ||
| windows-devel | NOTE | 163 | ||
| windows-release | NOTE | 105 | ||
| windows-oldrel | NOTE | 94 | ||
| wasm-release | OK | 113 |
Exports:ar1nvmwcn.check.datan.check.datumplot.vectorwaveletqmwcvwc
Dependencies:biwaveletcodetoolsdotCall64fieldsforeachiteratorsmapsRColorBrewerRcppspamviridisLite
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 |