NEWS
wavemulcor 2021-08-31
wavemulcor 2020-05-18
wavemulcor 2020-03-05
wavemulcor 2020-02-01
- That is, coefficients and c.i.'s, standard deviations, t-ratios and p-values are reported
for all wavelet scales, time lags (.cross.regression) and over time (local. routines).
They extend all previous routines; in other words, they also calculate wavelet (and wave-local)
correlations as before.
Nevertheless, previous .correlation routines are also kept for back compatibility.
wavemulcor 2020-01-20
- new argument p added (with default=.975).
wave.multiple.correlation: Set argument N's default as unevaluated promise.
It is used only to calculate c.i.'s df and actually not needed as it can be obtained
from length(xx[[1]][[1]]). (Note it is not actually dropped for back compatibility).
- Multivariate case: correct confidence interval: truncate to nonnegative values.
wavemulcor 2018-06-08
- Version 2.2 incorporates an auxiliary function local.multiple.correlation.R
that calculates local multiple correlations (LMC).
They are calculated by letting move along time
a window of weighted time series values around t. Any of the six weight
functions mentioned in previous releases can be used.