mvLSW
Multivariate, Locally Stationary Wavelet Process Estimation
Tools for analysing multivariate time series with wavelets. This includes: simulation of a multivariate locally stationary wavelet (mvLSW) process from a multivariate evolutionary wavelet spectrum (mvEWS); estimation of the mvEWS, local coherence and local partial coherence. See Park, Eckley and Ombao (2014) doi:10.1109/TSP.2014.2343937 for details.
- Version1.2.5
- R version≥ 3.2
- LicenseGPL (≥ 3)
- Needs compilation?Yes
- mvLSW citation info
- Last release06/14/2022
Documentation
Team
Daniel Grose
Rebecca Killick
Show author detailsRolesContributorIdris Eckley
Show author detailsRolesThesis advisorSimon Taylor
Show author detailsRolesAuthorTim Park
Show author detailsRolesAuthor
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- Depends4 packages
- Reverse Depends1 package
- Reverse Imports1 package