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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: | 1.2.5 |
| Depends: | R (≥ 3.2), fields, wavethresh, xts, zoo, methods |
| Published: | 2022-06-14 |
| DOI: | 10.32614/CRAN.package.mvLSW |
| 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 |
| Reference manual: | mvLSW.pdf |
| Package source: | mvLSW_1.2.5.tar.gz |
| Windows binaries: | r-devel: mvLSW_1.2.5.zip, r-release: mvLSW_1.2.5.zip, r-oldrel: mvLSW_1.2.5.zip |
| macOS binaries: | r-release (arm64): mvLSW_1.2.5.tgz, r-oldrel (arm64): mvLSW_1.2.5.tgz, r-release (x86_64): mvLSW_1.2.5.tgz, r-oldrel (x86_64): mvLSW_1.2.5.tgz |
| Old sources: | mvLSW archive |
| Reverse depends: | mvLSWimpute |
| Reverse imports: | AnomalyScore |
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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.