Package: wavemulcor 3.1.2

Javier Fernandez-Macho

wavemulcor: Wavelet Routines for Global and Local Multiple Regression and Correlation

Wavelet routines that calculate single sets of wavelet multiple regressions and correlations, and cross-regressions and cross-correlations from a multivariate time series. Dynamic versions of the routines allow the wavelet local multiple (cross-)regressions and (cross-)correlations to evolve over time.

Authors:Javier Fernandez-Macho [aut, cre]

wavemulcor_3.1.2.tar.gz
wavemulcor_3.1.2.tar.gz(r-4.5-noble)wavemulcor_3.1.2.tar.gz(r-4.4-noble)
wavemulcor_3.1.2.tgz(r-4.4-emscripten)wavemulcor_3.1.2.tgz(r-4.3-emscripten)
wavemulcor.pdf |wavemulcor.html✨
wavemulcor/json (API)
NEWS

# Install 'wavemulcor' in R:
install.packages('wavemulcor', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Datasets:
  • xrand1 - Correlation structural breaks variable 1
  • xrand2 - Correlation structural breaks variable 2

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

27 exports 0.91 score 5 dependencies 2 dependents 1 mentions 24 scripts 322 downloads

Last updated 3 years agofrom:27b873dd87. Checks:OK: 1 NOTE: 1. Indexed: yes.

TargetResultDate
Doc / VignettesOKAug 31 2024
R-4.5-linuxNOTEAug 31 2024

Exports:heatmap_wave.local.multiple.correlationheatmap_wave.local.multiple.cross.correlationheatmap_wave.multiple.cross.correlationlocal.multiple.correlationlocal.multiple.cross.correlationlocal.multiple.cross.regressionlocal.multiple.regressionplot_local.multiple.correlationplot_local.multiple.cross.correlationplot_local.multiple.cross.regressionplot_local.multiple.regressionplot_wave.local.multiple.correlationplot_wave.local.multiple.cross.correlationplot_wave.local.multiple.cross.regressionplot_wave.local.multiple.regressionplot_wave.multiple.correlationplot_wave.multiple.cross.correlationplot_wave.multiple.cross.regressionplot_wave.multiple.regressionwave.local.multiple.correlationwave.local.multiple.cross.correlationwave.local.multiple.cross.regressionwave.local.multiple.regressionwave.multiple.correlationwave.multiple.cross.correlationwave.multiple.cross.regressionwave.multiple.regression

Dependencies:misc3dmultitaperplot3DRColorBrewerwaveslim

wavemulcor:

J Fernández-Macho\cr Dpt.\ of Quantitative Methods\cr University of the Basque Country (UPV/EHU)

Rendered fromwavemulcor-vignette.Rmdusingknitr::rmarkdownon Aug 31 2024.

Last update: 2021-09-03
Started: 2020-05-17

Readme and manuals

Help Manual

Help pageTopics
Wavelet Routines for Global and Local Multiple Regression and Correlationwavemulcor-package wavemulcor
Auxiliary routine for heatmaping wave local multiple correlationsheatmap_wave.local.multiple.correlation heatmap_wlmc
Auxiliary routine for heatmaping wave local multiple cross-correlationsheatmap_wave.local.multiple.cross.correlation heatmap_wlmcc
Auxiliary routine for heatmaping wave multiple cross-correlationsheatmap_wave.multiple.cross.correlation heatmap_wmcc
Routine for local multiple correlationlmc local.multiple.correlation
Routine for local multiple cross-correlationlmcc local.multiple.cross.correlation
Routine for local multiple cross-regressionlmcr local.multiple.cross.regression
Routine for local multiple regressionlmr local.multiple.regression
Auxiliary routine for plotting local multiple correlationsplot_lmc plot_local.multiple.correlation
Auxiliary routine for plotting local multiple cross-correlationsplot_lmcc plot_local.multiple.cross.correlation
Auxiliary routine for plotting local multiple cross-regressionsplot_lmcr plot_local.multiple.cross.regression
Auxiliary routine for plotting local multiple regressionsplot_lmr plot_local.multiple.regression
Auxiliary routine for plotting wave local multiple correlationsplot_wave.local.multiple.correlation plot_wlmc
Auxiliary routine for plotting wave local multiple cross-correlationsplot_wave.local.multiple.cross.correlation plot_wlmcc
Auxiliary routine for plotting wave local multiple cross-regressionsplot_wave.local.multiple.cross.regression plot_wlmcr
Auxiliary routine for plotting wave local multiple regressionsplot_wave.local.multiple.regression plot_wlmr
Auxiliary routine for plotting wave multiple correlationsplot_wave.multiple.correlation plot_wmc
Auxiliary routine for plotting wave multiple cross-correlationsplot_wave.multiple.cross.correlation plot_wmcc
Auxiliary routine for plotting wave multiple cross-regressionsplot_wave.multiple.cross.regression plot_wmcr
Auxiliary routine for plotting wave multiple regressionsplot_wave.multiple.regression plot_wmr
Wavelet routine for local multiple correlationwave.local.multiple.correlation wlmc
Wavelet routine for local multiple cross-correlationwave.local.multiple.cross.correlation wlmcc
Wavelet routine for local multiple cross-regressionwave.local.multiple.cross.regression wlmcr
Wavelet routine for local multiple regressionwave.local.multiple.regression wlmr
Wavelet routine for multiple correlationwave.multiple.correlation wmc
Wavelet routine for multiple cross-correlationwave.multiple.cross.correlation wmcc
Wavelet routine for multiple cross-regressionwave.multiple.cross.regression wmcr
Wavelet routine for multiple regressionwave.multiple.regression wmr
Correlation structural breaks dataxrand
Correlation structural breaks variable 1xrand1
Correlation structural breaks variable 2xrand2