CRAN: Package vectorwavelet

vectorwavelet: Vector Wavelet Coherence for Multiple Time Series

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年01月13日

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

Documentation:

Reference manual: vectorwavelet.html , vectorwavelet.pdf

Downloads:

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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