Wavelet routines that calculate single sets of
wavelet multiple correlations (WMC) and cross-correlations (WMCC)
out of n variables.
They can later be plotted in single graphs, as an alternative to trying
to make sense out of several sets of wavelet correlations or
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)
|Author||Javier Fernandez-Macho [aut, cre]|
|Date of publication||2018-06-08 21:32:58 UTC|
|Maintainer||Javier Fernandez-Macho <[email protected]>|
|License||GPL (>= 2)|
|Package repository||View on CRAN|
Install the latest version of this package by entering the following in R:
Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.