wavemulcor: Wavelet routine for multiple correlation

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.

AuthorJavier Fernandez-Macho (UPV/EHU)
Date of publication2012-10-29 09:00:00
MaintainerJavier Fernandez-Macho <javier.fernandezmacho@ehu.es>
LicenseGPL (>= 2)
Version1.2

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Files

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

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

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