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mvLSW  

Multivariate, Locally Stationary Wavelet Process Estimation
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("mvLSW", "1.2.5")



Attach the package and use:
library("mvLSW")
Maintained by
Daniel Grose
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2016-12-23
Latest Update: 2022-06-14
Description:
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) for details.
How to cite:
Daniel Grose (2016). mvLSW: Multivariate, Locally Stationary Wavelet Process Estimation. R package version 1.2.5, https://cran.r-project.org/web/packages/mvLSW. Accessed 05 Jun. 2026.
Previous versions and publish date:
1.0 (2016-12-23 18:01), 1.1 (2017-02-24 16:47), 1.2.1 (2017-09-18 13:21), 1.2.2 (2018-10-24 12:20), 1.2.3 (2019-08-05 17:20), 1.2.4 (2021-09-03 14:20), 1.2 (2017-08-06 19:15)
Other packages that cited mvLSW R package
View mvLSW citation profile
Other R packages that mvLSW depends, imports, suggests or enhances
Complete documentation for mvLSW
Functions, R codes and Examples using the mvLSW R package
Some associated functions: ApxCI . AutocorrIP . Spectrum2Transfer . as.mvLSW . coherence . mvLSW . plot.mvLSW . rmvLSW . summary.mvLSW . varEWS . 
Some associated R codes: mvLSW.R .  Full mvLSW package functions and examples
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