Rolling Window Multiple Correlation ('RolWinMulCor') estimates the rolling (running) window correlation for the bi and multivariate cases between regular (sampled on identical time points) time series, with especial emphasis to ecological data (although this can be applied to other kinds of data sets). 'RolWinMulCor' is based on the concept of rolling, running or sliding window and is useful to evaluate the evolution of correlation through time and timescales. 'RolWinMulCor' contains six functions. The first two focus on the bivariate case: (1) rolwincor_1win() and (2) rolwincor_heatmap(), estimate the correlation coefficients and the their respective pvalues for only one windowlength (timescale) and considering all possible windowlengths or a band of windowlengths, respectively. The second two functions: (3) rolwinmulcor_1win() and (4) rolwinmulcor_heatmap() are designed to analyze the multivariate case, following the bivariate case to visually display the results, but these two approaches are methodologically different: the multivariate case estimates the adjusted coefficients of determination instead of the correlation coefficients. The last two functions: (5) plot_1win() and (6) plot_heatmap(), are used to represent graphically the outputs of the four aforementioned functions as simple plots or as heat maps. The functions contained in 'RolWinMulCor' are highly flexible since this contains several parameters to control the estimation of correlation and the features of the plot output, e.g. to remove the (linear) trend contained in the time series under analysis, to choose different pvalue correction methods (which are used to address the multiple comparison problem) or to personalise the plot outputs. The 'RolWinMulCor' package also provides examples with synthetic and reallife ecological time series to exemplify its use. Methods derived from H. Abdi. (2007) <https://personal.utdallas.edu/~herve/AbdiMCC2007pretty.pdf>, J. M. PolancoMartinez (2019) <doi:10.1007/s1107101904974y>, and R. Telford (2013) <https://quantpalaeo.wordpress.com/2013/01/04/runningcorrelationsrunningintoproblems/>.
Package details 


Author  Josue M. PolancoMartinez [aut, cph, cre] 
Maintainer  Josue M. PolancoMartinez <josue.m.polanco@gmail.com> 
License  GPL (>= 2) 
Version  1.0.0 
Package repository  View on CRAN 
Installation 
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