Other packages > Find by keyword >

RolWinMulCor  

Subroutines to Estimate Rolling Window Multiple Correlation
View on CRAN: Click here


Download and install RolWinMulCor package within the R console
Install from CRAN:
install.packages("RolWinMulCor")

Install from Github:
library("remotes")
install_github("cran/RolWinMulCor")

Install by package version:
library("remotes")
install_version("RolWinMulCor", "1.2.0")



Attach the package and use:
library("RolWinMulCor")
Maintained by
Josue M. Polanco-Martinez
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2020-05-12
Latest Update: 2021-04-14
Description:
Rolling Window Multiple Correlation ('RolWinMulCor') estimates the rolling (running) window correlation for the bi- and multi-variate cases between regular (sampled on identical time points) time series, with especial emphasis to ecological data although this can be applied to other kinds of data sets. 'RolWinMulCor' is based on the concept of rolling, running or sliding window and is useful to evaluate the evolution of correlation through time and time-scales. 'RolWinMulCor' contains six functions. The first two focus on the bi-variate case: (1) rolwincor_1win() and (2) rolwincor_heatmap(), which estimate the correlation coefficients and the their respective p-values for only one window-length (time-scale) and considering all possible window-lengths or a band of window-lengths, respectively. The second two functions: (3) rolwinmulcor_1win() and (4) rolwinmulcor_heatmap() are designed to analyze the multi-variate case, following the bi-variate case to visually display the results, but these two approaches are methodologically different. That is, the multi-variate case estimates the adjusted coefficients of determination instead of the correlation coefficients. The last two functions: (5) plot_1win() and (6) plot_heatmap() are used to represent graphically the outputs of the four aforementioned functions as simple plots or as heat maps. The functions contained in 'RolWinMulCor' are highly flexible since these contains several parameters to control the estimation of correlation and the features of the plot output, e.g. to remove the (linear) trend contained in the time series under analysis, to choose different p-value correction methods (which are used to address the multiple comparison problem) or to personalise the plot outputs. The 'RolWinMulCor' package also provides examples with synthetic and real-life ecological time series to exemplify its use. Methods derived from H. Abdi. (2007) <https://personal.utdallas.edu/~herve/Abdi-MCC2007-pretty.pdf>, R. Telford (2013) <https://quantpalaeo.wordpress.com/2013/01/04/, J. M. Polanco-Martinez (2019) <doi:10.1007/s11071-019-04974-y>, and J. M. Polanco-Martinez (2020) <doi:10.1016/j.ecoinf.2020.101163>.
How to cite:
Josue M. Polanco-Martinez (2020). RolWinMulCor: Subroutines to Estimate Rolling Window Multiple Correlation. R package version 1.2.0, https://cran.r-project.org/web/packages/RolWinMulCor
Previous versions and publish date:
0.1.0 (2020-05-12 12:10), 0.4.0 (2020-05-22 18:10), 1.0.0 (2020-08-31 11:50)
Other packages that cited RolWinMulCor R package
View RolWinMulCor citation profile
Other R packages that RolWinMulCor depends, imports, suggests or enhances
Downloads during the last 30 days
Get rewarded with contribution points by helping add
Reviews / comments / questions /suggestions ↴↴↴

Today's Hot Picks in Authors and Packages

buildr  
Organize & Run Build Scripts Comfortably
Working with reproducible reports or any other similar projects often require to run the script that ...
Download / Learn more Package Citations See dependency  
nextGenShinyApps  
Craft Exceptional 'R Shiny' Applications and Dashboards with Novel Responsive Tools
Nove responsive tools for designing and developing 'Shiny' dashboards and applications. The scripts ...
Download / Learn more Package Citations See dependency  
Deriv  
Symbolic Differentiation
R-based solution for symbolic differentiation. It admits user-defined function as well as function s ...
Download / Learn more Package Citations See dependency  
bulletr  
Algorithms for Matching Bullet Lands
Analyze bullet lands using nonparametric methods. We provide a reading routine for x3p files (see &l ...
Download / Learn more Package Citations See dependency  
lgarch  
Simulation and Estimation of Log-GARCH Models
Simulation and estimation of univariate and multivariate log-GARCH models. The main functions of the ...
Download / Learn more Package Citations See dependency  

22,086

R Packages

187,731

Dependencies

55,244

Author Associations

22,087

Publication Badges

© Copyright 2022 - present. All right reserved, rpkg.net. Contact Us / Suggestions / Concerns