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:
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')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 2 years agofrom:5b990968cd. Checks:OK: 2. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Aug 28 2024 |
| R-4.5-linux-x86_64 | OK | Aug 28 2024 |
Exports:ApxCIas.mvLSWAutoCorrIPcoherenceis.mvLSWmvEWSrmvLSWSpectrum2TransfervarEWS
Dependencies:dotCall64fieldslatticemapsMASSRcppspamviridisLitewavethreshxtszoo
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Evaluate the Approximate Confidence Interval of a mvEWS Estimate | ApxCI |
| Multivariate Locally Stationary Wavelet Object | as.mvLSW is.mvLSW |
| Wavelet Autocorrelation Inner Product Functions | AutoCorrIP |
| Local Wavelet Coherence and Partial Coherence | coherence |
| Multivariate Evolutionary Wavelet Spectrum | mvEWS |
| Multivariate, Locally Stationary Wavelet Process Estimation | mvLSW |
| Plot mvLSW Object | plot.mvLSW |
| Sample a Multivariate Locally Stationary Wavelet Process | rmvLSW simulate.mvLSW |
| Convert Between mvEWS and Transfer Function Matrices | Spectrum2Transfer |
| Print a Summary of mvLSW Object | print.mvLSW summary.mvLSW |
| Asymptotic Variance of the mvEWS Estimate | varEWS |