Wavelet Routines for Global and Local Multiple Regression and Correlation

Wavelet routines that calculate single sets of wavelet multiple regressions and correlations, and cross-regressions and cross-correlations from a multivariate time series. Dynamic versions of the routines allow the wavelet local multiple (cross-)regressions and (cross-)correlations to evolve over time.

wavemulcor

JFM 2021-08-29

Overview

wavemulcor is a set of Wavelet Routines for Global and Local Multiple Regression and Correlation. The latest development version is 3.1.2.

If you are new to wavemulcor, the best place to start is the wavemulcor webpage.

Installation

# The easiest way to get wavemulcor is to install from CRAN:
install.packages("wavemulcor")

Development version

To get a bug fix or to use a feature under development, you can install the development version of wavemulcor from GitHub:

# install.packages("devtools")
devtools::install_github("jfdezmacho/wavemulcor")

Usage

library(wavemulcor)

Getting help

If you encounter a clear bug, please file an issue with a minimal reproducible example on GitHub. For questions and other discussion, please use community.rstudio.com.

Please note that this project is released with a Contributor Code of Conduct adopted from the Contributor Covenant. By participating in this project you agree to abide by its terms.