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RolWinWavCor
View on CRAN: Click
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Download and install RolWinWavCor package within the R console
Install from CRAN:
install.packages("RolWinWavCor")
Install from Github:
library("remotes")
install_github("cran/RolWinWavCor")
Install by package version:
library("remotes")
install_version("RolWinWavCor", "0.4.0")
Attach the package and use:
library("RolWinWavCor")
Maintained by
Josué M. Polanco-Martínez
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
10.32614/CRAN.package.RolWinWavCor . RolWinWavCor results . RolWinWavCor.pdf . RolWinWavCor_0.4.0.tar.gz . RolWinWavCor_0.4.0.zip . RolWinWavCor_0.4.0.zip . RolWinWavCor_0.4.0.zip . RolWinWavCor_0.4.0.tgz . RolWinWavCor_0.4.0.tgz . RolWinWavCor_0.4.0.tgz . RolWinWavCor_0.4.0.tgz . RolWinWavCor_0.4.0.tgz . RolWinWavCor_0.4.0.tgz . https://CRAN.R-project.org/package=RolWinWavCor .
First Published: 2023-03-13
Latest Update: 2023-03-13
Description:
Estimates and plots as a heat map the rolling window wavelet correlation (RWWC) coefficients statistically significant (within the 95% CI) between two regular (evenly spaced) time series. 'RolWinWavCor' also plots at the same graphic the time series under study. The 'RolWinWavCor' was designed for financial time series, but this software can be used with other kinds of data (e.g., climatic, ecological, geological, etc). The functions contained in 'RolWinWavCor' are highly flexible since these contains some parameters to personalize the time series under analysis and the heat maps of the rolling window wavelet correlation coefficients. Moreover, we have also included a data set (named EU_stock_markets) that contains nine European stock market indices to exemplify the use of the functions contained in 'RolWinWavCor'. Methods derived from Polanco-Mart
How to cite:
Josué M. Polanco-Martínez (2023). RolWinWavCor: Estimate Rolling Window Wavelet Correlation Between Two Time Series. R package version 0.4.0, https://cran.r-project.org/web/packages/RolWinWavCor. Accessed 17 Feb. 2025.
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