wavemulcor: Wavelet Routines for Global and Local Multiple Regression and Correlation

Wavelet routines that calculate single sets of wavelet multiple regressions and correlations, and cross-regressions and cross-correlations from a multivariate time series. Dynamic versions of the routines allow the wavelet local multiple (cross-)regressions and (cross-)correlations to evolve over time.

Package details

AuthorJavier Fernandez-Macho [aut, cre] (<https://orcid.org/0000-0002-5970-4382>)
MaintainerJavier Fernandez-Macho <javier.fernandezmacho@ehu.es>
Package repositoryView on CRAN
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wavemulcor documentation built on Sept. 5, 2021, 5:56 p.m.