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New wavelet methodology (vector wavelet coherence) (Oygur, T., Unal, G, 2020 <doi:10.1007/s40435-020-00706-y>) to handle dynamic co-movements of multivariate time series via extending multiple and quadruple wavelet coherence methodologies. This package can be used to perform multiple wavelet coherence, quadruple wavelet coherence, and n-dimensional vector wavelet coherence analyses.
| Version: | 0.1.0 |
| Depends: | biwavelet (≥ 0.20.19) |
| Imports: | iterators, spam, maps, fields, foreach, Rcpp |
| Suggests: | knitr, rmarkdown, devtools |
| Published: | 2021-01-13 |
| DOI: | 10.32614/CRAN.package.vectorwavelet |
| Author: | Tunc Oygur [aut, cre], Gazanfer Unal [aut], Tarik C. Gouhier [ctb], Aslak Grinsted [ctb], Viliam Simko [ctb] |
| Maintainer: | Tunc Oygur <info at tuncoygur.com.tr> |
| BugReports: | https://github.com/toygur/vectorwavelet/issues |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | https://github.com/toygur/vectorwavelet |
| NeedsCompilation: | no |
| CRAN checks: | vectorwavelet results |
| Reference manual: | vectorwavelet.pdf |
| Package source: | vectorwavelet_0.1.0.tar.gz |
| Windows binaries: | r-devel: vectorwavelet_0.1.0.zip, r-release: vectorwavelet_0.1.0.zip, r-oldrel: vectorwavelet_0.1.0.zip |
| macOS binaries: | r-release (arm64): vectorwavelet_0.1.0.tgz, r-oldrel (arm64): vectorwavelet_0.1.0.tgz, r-release (x86_64): vectorwavelet_0.1.0.tgz, r-oldrel (x86_64): vectorwavelet_0.1.0.tgz |
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