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.


         2018-06-08 Version 2.2.1 released.
         Version 2.2 incorporates an auxiliary function local.multiple.correlation.R
         that calculates local multiple correlations (LMC).
         They are calculated by letting move along time
         a window of weighted time series values around t. Any of the six weight
         functions mentioned in previous releases can be used.

Reference manual

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3.1.0 by Javier Fernandez-Macho, a year ago

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

Authors: Javier Fernandez-Macho [aut, cre]

Documentation:   PDF Manual  

GPL-3 license

Imports plot3D, RColorBrewer

Depends on waveslim

Suggests knitr, rmarkdown

Depended on by W2CWM2C.

See at CRAN