wavemulcor: Wavelet routine for multiple correlation

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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.

Author
Javier Fernandez-Macho (UPV/EHU)
Date of publication
2012-10-29 09:00:00
Maintainer
Javier Fernandez-Macho <javier.fernandezmacho@ehu.es>
License
GPL (>= 2)
Version
1.2

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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

Files in this package

wavemulcor
wavemulcor/NAMESPACE
wavemulcor/man
wavemulcor/man/wave.multiple.correlation.Rd
wavemulcor/man/wavemulcor-package.Rd
wavemulcor/man/wave.multiple.cross.correlation.Rd
wavemulcor/DESCRIPTION
wavemulcor/MD5
wavemulcor/R
wavemulcor/R/wave.multiple.correlation.R
wavemulcor/R/wave.multiple.cross.correlation.R
wavemulcor/doc
wavemulcor/doc/wavemulcor-package.html
wavemulcor/doc/wavemulcor-manual.pdf
wavemulcor/doc/wave.multiple.cross.correlation.html
wavemulcor/doc/wave.multiple.correlation.html