WaveletComp: Computational Wavelet Analysis

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

Author
Angi Roesch and Harald Schmidbauer
Date of publication
2014-12-16 09:26:23
Maintainer
Angi Roesch <angi@angi-stat.com>
License
GPL-2
Version
1.0
URLs

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