Package: mvLSW 1.2.5

Daniel Grose

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.

Authors:Simon Taylor [aut], Tim Park [aut], Idris Eckley [ths], Rebecca Killick [ctb], Daniel Grose [aut, cre]

mvLSW_1.2.5.tar.gz
mvLSW_1.2.5.tar.gz(r-4.5-noble)mvLSW_1.2.5.tar.gz(r-4.4-noble)
mvLSW_1.2.5.tgz(r-4.4-emscripten)mvLSW_1.2.5.tgz(r-4.3-emscripten)
mvLSW.pdf |mvLSW.html✨
mvLSW/json (API)
NEWS

# Install 'mvLSW' in R:
install.packages('mvLSW', repos = 'https://cloud.r-project.org')

On CRAN:

Conda:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.78 score 2 packages 215 downloads 9 exports 11 dependencies

Last updated 3 years agofrom:5b990968cd. Checks:3 OK. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKMar 26 2025
R-4.5-linux-x86_64OKMar 26 2025
R-4.4-linux-x86_64OKMar 26 2025

Exports:ApxCIas.mvLSWAutoCorrIPcoherenceis.mvLSWmvEWSrmvLSWSpectrum2TransfervarEWS

Dependencies:dotCall64fieldslatticemapsMASSRcppspamviridisLitewavethreshxtszoo

Citation

The following are references to the package. You should also reference the individual methods used, as detailed in the reference section of the help files for each function.

To cite mvLSW in publications use:

Taylor SAC, Park T, Eckley IA (2019). “Multivariate Locally Stationary Wavelet Analysis with the mvLSW R Package.” Journal of Statistical Software, 90(11), 1–19. doi:10.18637/jss.v090.i11.

Taylor S, Park T, Eckley I, Killick R (2022). mvLSW: Multivariate, Locally Stationary Wavelet Process Estimation. R package version 1.2.5, https://CRAN.R-project.org/package=mvLSW.

To get Bibtex entries use: x <- citation("mvLSW"); toBibtex(x)

Corresponding BibTeX entries: 

  @Article{,
    title = {Multivariate Locally Stationary Wavelet Analysis with the
      {mvLSW} {R} Package},
    author = {Simon A. C. Taylor and Timothy Park and Idris A. Eckley},
    journal = {Journal of Statistical Software},
    year = {2019},
    volume = {90},
    number = {11},
    pages = {1--19},
    doi = {10.18637/jss.v090.i11},
  }

  @Manual{,
    title = {{mvLSW}: Multivariate, Locally Stationary Wavelet Process
      Estimation},
    author = {Simon Taylor and Tim Park and Idris Eckley and Rebecca
      Killick},
    year = {2022},
    url = {https://CRAN.R-project.org/package=mvLSW},
    note = {R package version 1.2.5},
  }