Other packages > Find by keyword >

RolWinWavCor  

Estimate Rolling Window Wavelet Correlation Between Two Time Series
View on CRAN: Click here


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]
All associated links for this package
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 04 Jul. 2026.
Previous versions and publish date:
No previous versions
Other packages that cited RolWinWavCor R package
View RolWinWavCor citation profile
Other R packages that RolWinWavCor depends, imports, suggests or enhances
Complete documentation for RolWinWavCor
Functions, R codes and Examples using the RolWinWavCor R package
Full RolWinWavCor package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

missCompare  
Intuitive Missing Data Imputation Framework
Offers a convenient pipeline to test and compare various missing data imputation algorithms on simu ...
Download / Learn more Package Citations See dependency  
SurvCorr  
Correlation of Bivariate Survival Times
Estimates correlation coefficients with associated confidence limits for bivariate, partially censo ...
Download / Learn more Package Citations See dependency  
quickcode  
Quick and Essential 'R' Tricks for Better Scripts
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency  
musica  
Multiscale Climate Model Assessment
Provides functions allowing for (1) easy aggregation of multivariate time series into custom time sc ...
Download / Learn more Package Citations See dependency  
PELVIS  
Probabilistic Sex Estimate using Logistic Regression, Based on VISual Traits of the Human Os Coxae
An R-Shiny application implementing a method of sexing the human os coxae based on logistic regressi ...
Download / Learn more Package Citations See dependency  
multiwayvcov  
Multi-Way Standard Error Clustering
Exports two functions implementing multi-way clustering using the method suggested by Cameron, Gelb ...
Download / Learn more Package Citations See dependency  

27,653

R Packages

236,180

Dependencies

73,674

Author Associations

27,536

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA