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 = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

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

1.86 score 2 packages 12 scripts 288 downloads 9 exports 11 dependencies

Last updated 3 years agofrom:5b990968cd. Checks:OK: 2. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 26 2024
R-4.5-linux-x86_64OKNov 26 2024

Exports:ApxCIas.mvLSWAutoCorrIPcoherenceis.mvLSWmvEWSrmvLSWSpectrum2TransfervarEWS

Dependencies:dotCall64fieldslatticemapsMASSRcppspamviridisLitewavethreshxtszoo