W2CWM2C-package: W2CWM2C: a graphical tool for wavelet (cross) correlation and...

Description Details Note Author(s) References


The W2CWM2C package is a set of functions that improves the graphical presentations of the functions 'wave.correlation' and 'spin.correlation' (wavelet cross 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


Package: W2CWM2C
Type: Package
Version: 2.0
Date: 2015-08-04
License: GPL (>= 2)
LazyLoad: yes

The W2CWM2C package contains four functions: the WC (that perform and plot the wavelet correlation, bivariate case), the WCC (that perform and plot the wavelet cross correlation, bivariate case), the WMC (that perform and plot the wavelet multiple correlation, multivariate case) and the WMCC (that perform and plot the wavelet multiple cross correlation, multivariate case).


Dependencies: waveslim, wavemulcor and colorspace.


Josue M. Polanco-Martinez (a.k.a. jomopo).
BC3 - Basque Centre for Climate Change, Bilbao, Spain.
Web1: https://scholar.google.es/citations?user=8djLIhcAAAAJ&hl=en.
Web2: http://www.researchgate.net/profile/Josue_Polanco-Martinez.
Email: josue.m.polanco@gmail.com

We are thankful to Jan de Leeuw and Achim Zeileis for suggesting the use of the R package colorspace.


Fernandez-Macho, J. (2012a). Wavelet multiple correlation and cross-correlation: A multiscale analysis of euro zone stock markets. Physica A: Statistical Mechanics and its Applications, 391(4):1097–1104.

Fernandez-Macho, J. (2012b). wavemulcor: Wavelet routine for multiple correlation. R package version 1.2. The Comprehensive R Archive Network (CRAN),

Gencay, R., F. Selcuk and B. Whitcher (2001) An Introduction to Wavelets and Other Filtering Methods in Finance and Economics, Academic Press.

Ihaka, R., Murrell, P., Hornik, K., Fisher, J. C. and Zeileis, A. (2012). colorspace: Color Space Manipulation. R package version 1.2.0, The Comprehensive R Archive Network (CRAN),

Polanco-Martinez, J. and J. Fernandez-Macho (2014). The package 'W2CWM2C': description, features and applications. Computing in Science & Engineering, 16(6):68–78, DOI: 10.1109/MCSE.2014.96.

Whitcher, B., P. Guttorp, and D.B (2000). Percival. Wavelet analysis of covariance with application to atmospheric time series. Journal of Geophysical Research - Atmospheres, 105(D11):941–962.

Whitcher, B. (2012). waveslim: Basic wavelet routines for one-, two- and three-dimensional signal processing. R package version 1.7.1. The Comprehensive R Archive Network (CRAN),

Zeileis A, Hornik K, Murrell P (2009). Escaping RGBland: Selecting Colors for Statistical Graphics. Computational Statistics & Data Analysis, 53, 3259–3270.

W2CWM2C documentation built on May 1, 2019, 7:50 p.m.