mvLSW: Multivariate, Locally Stationary Wavelet Process Estimation

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.

Version: 1.2.4
Depends: R (≥ 3.2), fields, wavethresh, xts, zoo
Published: 2021-09-03
Author: Simon Taylor [aut], Tim Park [aut], Idris Eckley [ths], Rebecca Killick [ctb], Daniel Grose [aut, cre]
Maintainer: Daniel Grose <dan.grose at lancaster.ac.uk>
License: GPL (≥ 3)
NeedsCompilation: yes
Citation: mvLSW citation info
Materials: NEWS
In views: TimeSeries
CRAN checks: mvLSW results

Documentation:

Reference manual: mvLSW.pdf

Downloads:

Package source: mvLSW_1.2.4.tar.gz
Windows binaries: r-devel: mvLSW_1.2.4.zip, r-devel-UCRT: mvLSW_1.2.4.zip, r-release: mvLSW_1.2.4.zip, r-oldrel: mvLSW_1.2.4.zip
macOS binaries: r-release (arm64): mvLSW_1.2.4.tgz, r-release (x86_64): mvLSW_1.2.4.tgz, r-oldrel: mvLSW_1.2.4.tgz
Old sources: mvLSW archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=mvLSW to link to this page.