vectorwavelet

Vector Wavelet Coherence for Multiple Time Series

CRAN Package

New wavelet methodology (vector wavelet coherence) (Oygur, T., Unal, G, 2020 ) 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.


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  • Depends1 package
  • Imports6 packages
  • Suggests3 packages