CRAN/E | RolWinMulCor

RolWinMulCor

Subroutines to Estimate Rolling Window Multiple Correlation

Installation

About

Rolling Window Multiple Correlation ('RolWinMulCor') estimates the rolling (running) window correlation for the bi- and multi-variate cases between regular (sampled on identical time points) time series, with especial emphasis to ecological data although this can be applied to other kinds of data sets. 'RolWinMulCor' is based on the concept of rolling, running or sliding window and is useful to evaluate the evolution of correlation through time and time-scales. 'RolWinMulCor' contains six functions. The first two focus on the bi-variate case: (1) rolwincor_1win() and (2) rolwincor_heatmap(), which estimate the correlation coefficients and the their respective p-values for only one window-length (time-scale) and considering all possible window-lengths or a band of window-lengths, respectively. The second two functions: (3) rolwinmulcor_1win() and (4) rolwinmulcor_heatmap() are designed to analyze the multi-variate case, following the bi-variate case to visually display the results, but these two approaches are methodologically different. That is, the multi-variate case estimates the adjusted coefficients of determination instead of the correlation coefficients. The last two functions: (5) plot_1win() and (6) plot_heatmap() are used to represent graphically the outputs of the four aforementioned functions as simple plots or as heat maps. The functions contained in 'RolWinMulCor' are highly flexible since these contains several parameters to control the estimation of correlation and the features of the plot output, e.g. to remove the (linear) trend contained in the time series under analysis, to choose different p-value correction methods (which are used to address the multiple comparison problem) or to personalise the plot outputs. The 'RolWinMulCor' package also provides examples with synthetic and real-life ecological time series to exemplify its use. Methods derived from H. Abdi. (2007) , R. Telford (2013) doi:10.1007/s11071-019-04974-y, and J. M. Polanco-Martinez (2020) doi:10.1016/j.ecoinf.2020.101163.

Key Metrics

Version 1.2.0
R ≥ 3.5.0
Published 2021-04-14 1160 days ago
Needs compilation? no
License GPL-2
License GPL-3
CRAN checks RolWinMulCor results

Downloads

Yesterday 2 0%
Last 7 days 29 -22%
Last 30 days 141 -33%
Last 90 days 508 -26%
Last 365 days 2.116 -8%

Maintainer

Maintainer

Josue M. Polanco-Martinez

Authors

Josue M. Polanco-Martinez

aut / cph / cre

Material

Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

RolWinMulCor archive

Depends

R ≥ 3.5.0
stats
gtools
zoo
pracma
colorspace
scales