The hardware and bandwidth for this mirror is donated by dogado GmbH, the Webhosting and Full Service-Cloud Provider. Check out our Wordpress Tutorial.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]dogado.de.
Computation of an estimation of the long-memory parameters and the long-run covariance matrix using a multivariate model (Lobato (1999) <doi:10.1016/S0304-4076(98)00038-4>; Shimotsu (2007) <doi:10.1016/j.jeconom.2006.01.003>). Two semi-parametric methods are implemented: a Fourier based approach (Shimotsu (2007) <doi:10.1016/j.jeconom.2006.01.003>) and a wavelet based approach (Achard and Gannaz (2016) <doi:10.1111/jtsa.12170>).
| Version: | 1.4 |
| Published: | 2019-05-06 |
| Author: | Sophie Achard [aut, cre], Irene Gannaz [aut] |
| Maintainer: | Sophie Achard <sophie.achard at gipsa-lab.fr> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | no |
| Citation: | multiwave citation info |
| CRAN checks: | multiwave results |
| Reference manual: | multiwave.pdf |
| Package source: | multiwave_1.4.tar.gz |
| Windows binaries: | r-devel: multiwave_1.4.zip, r-release: multiwave_1.4.zip, r-oldrel: multiwave_1.4.zip |
| macOS binaries: | r-release (arm64): multiwave_1.4.tgz, r-oldrel (arm64): multiwave_1.4.tgz, r-release (x86_64): multiwave_1.4.tgz, r-oldrel (x86_64): multiwave_1.4.tgz |
| Old sources: | multiwave archive |
| Reverse imports: | mlmts |
Please use the canonical form https://CRAN.R-project.org/package=multiwave to link to this page.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
Health stats visible at Monitor.