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vectorwavelet  

Vector Wavelet Coherence for Multiple Time Series
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("vectorwavelet", "0.1.0")



Attach the package and use:
library("vectorwavelet")
Maintained by
Tunc Oygur
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2021-01-13
Latest Update: 2021-01-13
Description:
New wavelet methodology (vector wavelet coherence) (Oygur, T., Unal, G, 2020 <doi:10.1007/s40435-020-00706-y>) to handle dynamic co-movements of multivariate time series via extending multiple and quadruple wavelet coherence methodologies. This package can be used to perform multiple wavelet coherence, quadruple wavelet coherence, and n-dimensional vector wavelet coherence analyses.
How to cite:
Tunc Oygur (2021). vectorwavelet: Vector Wavelet Coherence for Multiple Time Series. R package version 0.1.0, https://cran.r-project.org/web/packages/vectorwavelet. Accessed 07 Nov. 2024.
Previous versions and publish date:
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Complete documentation for vectorwavelet
Functions, R codes and Examples using the vectorwavelet R package
Some associated functions: ar1nv . mwc . n.check.data . n.check.datum . plot.vectorwavelet . qmwc . vectorwavelet-package . vwc . 
Some associated R codes: ar1nv.R . mwc.R . n.check.data.R . plot.vectorwavelet.R . qmwc.R . vectorwavelet-package.R . vwc.R .  Full vectorwavelet package functions and examples
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