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Estimate and plot wavelet quantile correlations(Kumar and Padakandla,2022) between two time series. Wavelet quantile correlation is used to capture the dependency between two time series across quantiles and different frequencies. This method is useful in identifying potential hedges and safe-haven instruments for investment purposes. See Kumar and Padakandla(2022) <doi:10.1016/j.frl.2022.102707> for further details.
| Version: | 0.1.2 |
| Depends: | R (≥ 4.0) |
| Imports: | waveslim, QCSIS, stats, lattice, grid, viridisLite |
| Suggests: | knitr, rmarkdown, testthat (≥ 3.0.0) |
| Published: | 2025-06-18 |
| DOI: | 10.32614/CRAN.package.wqc |
| Author: | Anoop S Kumar [aut, cre] |
| Maintainer: | Anoop S Kumar <akumar.sasikumar at gmail.com> |
| License: | GPL-3 |
| NeedsCompilation: | no |
| Materials: | README NEWS |
| CRAN checks: | wqc results |
| Reference manual: | wqc.pdf |
| Vignettes: |
Wavelet Quantile Correlation Tutorial (source) |
| Package source: | wqc_0.1.2.tar.gz |
| Windows binaries: | r-devel: wqc_0.1.2.zip, r-release: not available, r-oldrel: not available |
| macOS binaries: | r-release (arm64): wqc_0.1.2.tgz, r-oldrel (arm64): wqc_0.1.2.tgz, r-release (x86_64): wqc_0.1.2.tgz, r-oldrel (x86_64): wqc_0.1.2.tgz |
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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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