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mvLSW: Multivariate, Locally Stationary Wavelet Process Estimation

Tools for analysing multivariate time series with wavelets. This includes: simulation of a multivariate locally stationary wavelet (mvLSW) process from a multivariate evolutionary wavelet spectrum (mvEWS); estimation of the mvEWS, local coherence and local partial coherence. See Park, Eckley and Ombao (2014) <doi:10.1109/TSP.2014.2343937> for details.

Version: 1.2.5
Depends: R (≥ 3.2), fields, wavethresh, xts, zoo, methods
Published: 2022-06-14
Author: Simon Taylor [aut], Tim Park [aut], Idris Eckley [ths], Rebecca Killick [ctb], Daniel Grose [aut, cre]
Maintainer: Daniel Grose <dan.grose at lancaster.ac.uk>
License: GPL (≥ 3)
NeedsCompilation: yes
Citation: mvLSW citation info
Materials: NEWS
In views: TimeSeries
CRAN checks: mvLSW results

Documentation:

Reference manual: mvLSW.pdf

Downloads:

Package source: mvLSW_1.2.5.tar.gz
Windows binaries: r-devel: mvLSW_1.2.5.zip, r-release: mvLSW_1.2.5.zip, r-oldrel: mvLSW_1.2.5.zip
macOS binaries: r-release (arm64): mvLSW_1.2.5.tgz, r-oldrel (arm64): mvLSW_1.2.5.tgz, r-release (x86_64): mvLSW_1.2.5.tgz, r-oldrel (x86_64): mvLSW_1.2.5.tgz
Old sources: mvLSW archive

Reverse dependencies:

Reverse depends: mvLSWimpute

Linking:

Please use the canonical form https://CRAN.R-project.org/package=mvLSW 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.
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