vectorwavelet

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.

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