Vector Wavelet Coherence for Multiple Time Series

New wavelet methodology (vector wavelet coherence) (Oygur, T., Unal, G, 2020 ) 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.


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Reference manual

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install.packages("vectorwavelet")

0.1.0 by Tunc Oygur, 3 months ago


https://github.com/toygur/vectorwavelet


Report a bug at https://github.com/toygur/vectorwavelet/issues


Browse source code at https://github.com/cran/vectorwavelet


Authors: Tunc Oygur [aut, cre] , Gazanfer Unal [aut] , Tarik C. Gouhier [ctb] , Aslak Grinsted [ctb] , Viliam Simko [ctb]


Documentation:   PDF Manual  


GPL (>= 2) license


Imports iterators, spam, maps, fields, foreach, Rcpp

Depends on biwavelet

Suggests knitr, rmarkdown, devtools


See at CRAN