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vectorwavelet: Vector Wavelet Coherence for Multiple Time Series
New wavelet methodology (vector wavelet coherence) (Oygur, T., Unal, G, 2020 <doi:10.1007/s40435-020-00706-y>) to handle dynamic co-movements of multivariate time series via extending multiple and quadruple wavelet coherence methodologies. This package can be used to perform multiple wavelet coherence, quadruple wavelet coherence, and n-dimensional vector wavelet coherence analyses.
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Package details |
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| Author | Tunc Oygur [aut, cre], Gazanfer Unal [aut], Tarik C. Gouhier [ctb], Aslak Grinsted [ctb], Viliam Simko [ctb] |
| Maintainer | Tunc Oygur <info@tuncoygur.com.tr> |
| License | GPL (>= 2) |
| Version | 0.1.0 |
| URL | https://github.com/toygur/vectorwavelet |
| Package repository | View on CRAN |
| Installation |
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