WaveletComp: Computational Wavelet Analysis

Wavelet analysis and reconstruction of time series, cross-wavelets and phase-difference (with filtering options), significance with simulation algorithms.

AuthorAngi Roesch and Harald Schmidbauer
Date of publication2014-12-16 09:26:23
MaintainerAngi Roesch <angi@angi-stat.com>
LicenseGPL-2
Version1.0
http://www.hs-stat.com/projects/WaveletComp/WaveletComp_guided_tour.pdf

View on CRAN

Man pages

analyze.coherency: Computation of the cross-wavelet power and wavelet coherence...

analyze.wavelet: Computation of the wavelet power spectrum of a single time...

AR: Simulation of an AR(p) surrogate for a given time series x

ARIMA: Simulation of an ARIMA(p,0,q) surrogate for a given time...

arrow: Plot an arrow

COI: Computation of the cone of influence

FourierRand: Simulation of a surrogate for a given time series x by...

FXtrade.transactions: Series of FX trade transactions

marriages.Turkey: Series of monthly marriages in Turkey

periodic.series: Computation of a (deterministic) periodic time series of...

reconstruct: Reconstruction of a (detrended) time series from output...

ridge: Ridge of a wavelet power or coherence spectrum

SurrogateData: Simulation of surrogates for a given time series x, subject...

WaveletCoherency: Computation of the cross-wavelet power and wavelet coherence...

WaveletComp-package: Computational Wavelet Analysis

WaveletTransform: Morlet wavelet transformation of a time series

wc: Cross-wavelet transformation, wavelet coherence computation,...

wc.angle: Plot arrows into a cross-wavelet or wavelet coherency...

wc.avg: Plot cross-wavelet power averages and wavelet coherence...

wc.image: Image plot of the cross-wavelet power spectrum and wavelet...

wc.phasediff.image: Image plot of phase differences of periodic components for...

wc.sel.phases: Comparison plot of phases for selected periodic components of...

wt: Wavelet transformation, and a simulation algorithm

wt.avg: Plot of wavelet power averages across time of a single time...

wt.image: Image plot of the wavelet power spectrum of a single time...

wt.phase.image: Image plot of the phases of periodic components for a single...

wt.sel.phases: Plot phases for selected periodic components of a single time...

Files in this package

WaveletComp
WaveletComp/NAMESPACE
WaveletComp/data
WaveletComp/data/marriages.Turkey.rda
WaveletComp/data/FXtrade.transactions.rda
WaveletComp/R
WaveletComp/R/SurrogateData.R WaveletComp/R/WaveletTransform.R WaveletComp/R/wc.sel.phases.R WaveletComp/R/AR.R WaveletComp/R/wc.image.R WaveletComp/R/wc.angle.R WaveletComp/R/wc.phasediff.image.R WaveletComp/R/COI.R WaveletComp/R/wt.sel.phases.R WaveletComp/R/analyze.coherency.R WaveletComp/R/wt.image.R WaveletComp/R/wt.phase.image.R WaveletComp/R/wc.R WaveletComp/R/periodic_series.R WaveletComp/R/wt.R WaveletComp/R/wt.avg.R WaveletComp/R/wc.avg.R WaveletComp/R/reconstruct.R WaveletComp/R/WaveletCoherency.R WaveletComp/R/FourierRand.R WaveletComp/R/ridge.R WaveletComp/R/arrow.R WaveletComp/R/ARIMA.R WaveletComp/R/analyze.wavelet.R
WaveletComp/MD5
WaveletComp/DESCRIPTION
WaveletComp/man
WaveletComp/man/COI.Rd WaveletComp/man/wt.image.Rd WaveletComp/man/analyze.coherency.Rd WaveletComp/man/WaveletComp-package.Rd WaveletComp/man/arrow.Rd WaveletComp/man/AR.Rd WaveletComp/man/marriages.Turkey.Rd WaveletComp/man/wt.phase.image.Rd WaveletComp/man/ARIMA.Rd WaveletComp/man/wt.avg.Rd WaveletComp/man/SurrogateData.Rd WaveletComp/man/wc.image.Rd WaveletComp/man/WaveletTransform.Rd WaveletComp/man/WaveletCoherency.Rd WaveletComp/man/ridge.Rd WaveletComp/man/FXtrade.transactions.Rd WaveletComp/man/wc.angle.Rd WaveletComp/man/wt.Rd WaveletComp/man/wc.Rd WaveletComp/man/analyze.wavelet.Rd WaveletComp/man/wc.sel.phases.Rd WaveletComp/man/periodic.series.Rd WaveletComp/man/wc.phasediff.image.Rd WaveletComp/man/wc.avg.Rd WaveletComp/man/reconstruct.Rd WaveletComp/man/wt.sel.phases.Rd WaveletComp/man/FourierRand.Rd

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

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