r-mvlsw 1.2.5
Channel: guix-cran
Home page: https://cran.r-project.org/package=mvLSW
Licenses: GPL 3+
Synopsis: Multivariate, Locally Stationary Wavelet Process Estimation
Description:
This package provides 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.
Total results: 2