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)
- Version1.2.5
- R version≥ 3.2
- LicenseGPL (≥ 3)
- Needs compilation?Yes
- mvLSW citation info
- Last release06/14/2022
Documentation
Team
Daniel Grose
Simon Taylor
Show author detailsRolesAuthorTim Park
Show author detailsRolesAuthorIdris Eckley
Show author detailsRolesThesis advisorRebecca Killick
Show author detailsRolesContributor
Insights
Last 30 days
Last 365 days
The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.
Data provided by CRAN
Binaries
Dependencies
- Depends6 packages
- Reverse Depends1 package