Package: multiwave
Version: 2.0
Date: 2026-03-20
Title: Estimation of Multivariate Long-Memory Models Parameters
Authors@R: c(person("Sophie", "Achard", role=c("aut"), email="sophie.achard@univ-grenoble-alpes.fr"),person("Irene","Gannaz", role=c("aut","cre"), email="irene.gannaz@grenoble-inp.fr"))
Maintainer: Irene Gannaz <irene.gannaz@grenoble-inp.fr>
Depends: signal, R (>= 3.5)
Description: Computation of an estimation of the long-memory parameters
        and the long-run covariance matrix using a multivariate model
        (Lobato (1999) <doi:10.1016/S0304-4076(98)00038-4>; Shimotsu
        (2007) <doi:10.1016/j.jeconom.2006.01.003>). Two
        semi-parametric methods are implemented: a Fourier based
        approach (Shimotsu (2007) <doi:10.1016/j.jeconom.2006.01.003>)
        and a wavelet based approach (Achard and Gannaz (2016)
        <doi:10.1111/jtsa.12170>; Achard and Gannaz (2024)
        <doi:10.1111/jtsa.12719>). Real and complex wavelets are
        implemented.
License: GPL (>= 2)
LazyData: true
NeedsCompilation: no
Author: Sophie Achard [aut], Irene Gannaz [aut, cre]
Packaged: 2026-06-16 07:47:40 UTC; root
Repository: https://cran.r-universe.dev
Date/Publication: 2026-03-30 11:31:08 UTC
RemoteUrl: https://github.com/cran/multiwave
RemoteRef: HEAD
RemoteSha: 91a64a51ed2a8b14fe1f7968d0462261abb975c0