mvLSW: Multivariate, Locally Stationary Wavelet Process Estimation
Version 1.2.1

Tools for analysing multivariate time series with wavelets. This includes: simulation of a multivariate locally stationary wavelet (mvLSW) process from a multivariate evolutionary wavelet spectrum (mvEWS); estimation of the mvEWS, local coherence and local partial coherence. See Park, Eckley and Ombao (2014) for details.

Getting started

Package details

AuthorSimon Taylor [aut, cre], Tim Park [aut], Idris Eckley [ths], Rebecca Killick [ctb]
Date of publication2017-09-18 11:21:11 UTC
MaintainerSimon Taylor <[email protected]>
LicenseGPL (>= 3)
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the mvLSW package in your browser

Any scripts or data that you put into this service are public.

mvLSW documentation built on Sept. 18, 2017, 5:03 p.m.