jfdezmacho/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.

Getting started

Package details

Maintainer
LicenseGPL-3
Version3.1.1
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("jfdezmacho/wavemulcor")
jfdezmacho/wavemulcor documentation built on June 8, 2020, 4:51 a.m.