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...

Functions

analyze.coherency Man page
analyze.wavelet Man page
AR Man page
ARIMA Man page
arrow Man page
COI Man page
FourierRand Man page
FXtrade.transactions Man page
marriages.Turkey Man page
periodic.series Man page
reconstruct Man page
ridge Man page
SurrogateData Man page
WaveletCoherency Man page
WaveletComp Man page
WaveletComp-package Man page
WaveletTransform Man page
wc Man page
wc.angle Man page
wc.avg Man page
wc.image Man page
wc.phasediff.image Man page
wc.sel.phases Man page
wt Man page
wt.avg Man page
wt.image Man page
wt.phase.image Man page
wt.sel.phases Man page

Files

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.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.