Man pages for multiwave
Estimation of Multivariate Long-Memory Models Parameters
| brainHCP | Time series obtained by an fMRI experiment on the brain |
| compute_nj | Wavelets coefficients utilities |
| DWTexact | Exact discrete wavelet decomposition |
| fivarma | simulation of FIVARMA process |
| K_eval | Evaluation of function K |
| mfw | multivariate Fourier Whittle estimators |
| mfw_cov_eval | multivariate Fourier Whittle estimators |
| mfw_eval | evaluation of multivariate Fourier Whittle estimator |
| multiwave-package | Estimation of multivariate long-memory models parameters:... |
| mww | multivariate wavelet Whittle estimation |
| mww_cov_eval | multivariate wavelet Whittle estimation of the long-run... |
| mww_eval | evaluation of multivariate wavelet Whittle estimation |
| mww_wav | multivariate wavelet Whittle estimation for data as wavelet... |
| mww_wav_cov_eval | multivariate wavelet Whittle estimation of the long-run... |
| mww_wav_eval | multivariate wavelet Whittle estimation for data as wavelet... |
| psi_hat_exact | discrete Fourier transform of the wavelet |
| scaling_filter | wavelet scaling filter coefficients |
| scaling_function | scaling function and the wavelet function |
| toeplitz_nonsym | Transform a vector in a non symmetric Toeplitz matrix |
| varma | simulation of multivariate ARMA process |
| vfracdiff | simulation of vector fractional differencing process |
