wavemulcor: Wavelet routine for multiple correlation
Version 1.2

Wavelet routines that calculate single sets of wavelet multiple correlations and cross-correlations out of n variables (either 1D time series, 2D images or 3D arrays). They can later be plotted in single graphs, as an alternative to trying to make sense out of several sets of wavelet correlations or wavelet cross-correlations. The code is based on the calculation, at each wavelet scale, of the square root of the coefficient of determination in a linear combination of variables for which such coefficient of determination is a maximum. The code provided here is based on the wave.correlation routine in Brandon Whitcher's waveslim R package Version: 1.6.4, which in turn is based on wavelet methodology developed in Percival and Walden (2000); Gencay, Selcuk and Whitcher (2001) and others.

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AuthorJavier Fernandez-Macho (UPV/EHU)
Date of publication2012-10-29 09:00:00
MaintainerJavier Fernandez-Macho <javier.fernandezmacho@ehu.es>
LicenseGPL (>= 2)
Version1.2
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("wavemulcor")

Man pages

wavemulcor-package: Wavelet routine for multiple correlation
wave.multiple.correlation: Wavelet routine for multiple correlation
wave.multiple.cross.correlation: Wavelet routine for multiple cross-correlation

Functions

wave.multiple.correlation Man page Source code
wave.multiple.cross.correlation Man page Source code
wavemulcor Man page
wavemulcor-package Man page
wmc Man page
wmcc Man page

Files

NAMESPACE
man
man/wave.multiple.correlation.Rd
man/wavemulcor-package.Rd
man/wave.multiple.cross.correlation.Rd
DESCRIPTION
MD5
R
R/wave.multiple.correlation.R
R/wave.multiple.cross.correlation.R
doc
doc/wavemulcor-package.html
doc/wavemulcor-manual.pdf
doc/wave.multiple.cross.correlation.html
doc/wave.multiple.correlation.html
wavemulcor documentation built on May 19, 2017, 6:18 p.m.