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: 2021-01-13
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>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
CRAN checks: vectorwavelet results


Reference manual: vectorwavelet.pdf


Package source: vectorwavelet_0.1.0.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
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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