CNLTtsa-package: Complex-Valued Wavelet Lifting for Univariate and Bivariate...
In nunesmatt/CNLTtsa: Complex-Valued Wavelet Lifting for Univariate and Bivariate Time Series Analysis
Description
Details
Author(s)
References
See Also
Description
Implementations of recent complex-valued wavelet spectral procedures for analysis of irregularly sampled signals, see Hamilton et al (2018) <doi:10.1080/00401706.2017.1281846>.
Details
The DESCRIPTION file:
This package was not yet installed at build time.
Index: This package was not yet installed at build time.
The main routines of the package are cnlt.univ and cnlt.biv which perform the nondecimated complex-valued lifting transform
for univariate and bivariate time series, respectively; cnlt.spec computes spectral quantities of interest, for example the coherence and phase between two components of a bivariate series.
Author(s)
Jean Hamilton [aut], Matt Nunes [aut, cre], Marina Knight [ctb], Piotr Fryzlewicz [ctb]
Maintainer: Matt Nunes <nunesrpackages@gmail.com>
References
Hamilton, J., Nunes, M. A, Knight, M. I. and Fryzlewicz, P. (2018) Complex-valued wavelet lifting and applications.
Technometrics, 60 (1), 48-60, DOI 10.1080/00401706.2017.1281846.
For related literature on the lifting methodology adopted in the technique, see
Knight, M. I. and Nason, G. P. (2009) A 'nondecimated' wavelet transform. Stat. Comput.
19 (1), 1–16.
Knight, M. I., Nunes, M. A. and Nason, G. P. (2012) Spectral Estimation for Locally Stationary Time Series with Missing Observations. Stat. Comput.
22 (4), 877–895.
See Also
nunesmatt/CNLTtsa documentation built on May 6, 2019, 8:58 p.m.
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Description Details Author(s) References See Also
Description
Implementations of recent complex-valued wavelet spectral procedures for analysis of irregularly sampled signals, see Hamilton et al (2018) <doi:10.1080/00401706.2017.1281846>.
Details
The DESCRIPTION file:
This package was not yet installed at build time.
Index: This package was not yet installed at build time.
The main routines of the package are cnlt.univ and cnlt.biv which perform the nondecimated complex-valued lifting transform
for univariate and bivariate time series, respectively; cnlt.spec computes spectral quantities of interest, for example the coherence and phase between two components of a bivariate series.
Author(s)
Jean Hamilton [aut], Matt Nunes [aut, cre], Marina Knight [ctb], Piotr Fryzlewicz [ctb]
Maintainer: Matt Nunes <nunesrpackages@gmail.com>
References
Hamilton, J., Nunes, M. A, Knight, M. I. and Fryzlewicz, P. (2018) Complex-valued wavelet lifting and applications.
Technometrics, 60 (1), 48-60, DOI 10.1080/00401706.2017.1281846.
For related literature on the lifting methodology adopted in the technique, see
Knight, M. I. and Nason, G. P. (2009) A 'nondecimated' wavelet transform. Stat. Comput.
19 (1), 1–16.
Knight, M. I., Nunes, M. A. and Nason, G. P. (2012) Spectral Estimation for Locally Stationary Time Series with Missing Observations. Stat. Comput.
22 (4), 877–895.
See Also
R Package Documentation
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Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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