W2CWM2C: A Graphical Tool for Wavelet (Cross) Correlation and Wavelet Multiple (Cross) Correlation Analysis

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Set of functions that improves the graphical presentations of the functions 'wave.correlation' and 'spin.correlation' (waveslim package, Whitcher 2012) and the 'wave.multiple.correlation' and 'wave.multiple.cross.correlation' (wavemulcor package, Fernandez-Macho 2012b). The plot outputs (heatmaps) can be displayed in the screen or can be saved as PNG or JPG images or as PDF or EPS formats. The W2CWM2C package also helps to handle the (input data) multivariate time series easily as a list of N elements (times series) and provides a multivariate data set (dataexample) to exemplify its use. A description of the package was published in Computing in Science & Engineering (Volume:16, Issue: 6) on Sep. 09, 2014, doi:10.1109/MCSE.2014.96.

Author
Josue M. Polanco-Martinez
Date of publication
2015-08-05 09:30:39
Maintainer
Josue M. Polanco-Martinez <josue.m.polanco@gmail.com>
License
GPL (>= 2)
Version
2.0

View on CRAN

Man pages

dataexample
Stock market indexes (daily closing prices).
W2CWM2C-package
W2CWM2C: a graphical tool for wavelet (cross) correlation and...
WC
Wavelet correlation (bivariate case) pairwise comparisons.
WCC
Wavelet cross-correlation (bivariate case).
WMC
Wavelet multiple correlation (multivariate case).
WMCC
Wavelet multiple cross-correlation (multivariate case).

Files in this package

W2CWM2C
W2CWM2C/NAMESPACE
W2CWM2C/data
W2CWM2C/data/dataexample.rda
W2CWM2C/R
W2CWM2C/R/WMCC.R
W2CWM2C/R/WCC.R
W2CWM2C/R/WC.R
W2CWM2C/R/WMC.R
W2CWM2C/MD5
W2CWM2C/DESCRIPTION
W2CWM2C/man
W2CWM2C/man/WCC.Rd
W2CWM2C/man/WMCC.Rd
W2CWM2C/man/WC.Rd
W2CWM2C/man/W2CWM2C-package.Rd
W2CWM2C/man/dataexample.Rd
W2CWM2C/man/WMC.Rd