Description Details Author(s) References See Also
Implementations of recent complex-valued wavelet spectral procedures for analysis of irregularly sampled signals, see Hamilton et al (2018) <doi:10.1080/00401706.2017.1281846>.
The DESCRIPTION file:
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The main routines of the package are cnlt.univ
and cnlt.biv
which perform the nondecimated complex-valued lifting transform
for univariate and bivariate time series, respectively; cnlt.spec
computes spectral quantities of interest, for example the coherence and phase between two components of a bivariate series.
Jean Hamilton [aut], Matt Nunes [aut, cre], Marina Knight [ctb], Piotr Fryzlewicz [ctb]
Maintainer: Matt Nunes <nunesrpackages@gmail.com>
Hamilton, J., Nunes, M. A, Knight, M. I. and Fryzlewicz, P. (2018) Complex-valued wavelet lifting and applications.
Technometrics, 60 (1), 48-60, DOI 10.1080/00401706.2017.1281846.
For related literature on the lifting methodology adopted in the technique, see
Knight, M. I. and Nason, G. P. (2009) A 'nondecimated' wavelet transform. Stat. Comput.
19 (1), 1–16.
Knight, M. I., Nunes, M. A. and Nason, G. P. (2012) Spectral Estimation for Locally Stationary Time Series with Missing Observations. Stat. Comput.
22 (4), 877–895.
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