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 <email@example.com>|
|License||GPL (>= 2)|
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).