mvLSW
Multivariate, Locally Stationary Wavelet Process Estimation
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) <doi:10.1109/TSP.2014.2343937> for details.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.2.5 |
rolling linux/jammy R-4.5 | mvLSW_1.2.5.tar.gz |
1.1 MiB |
1.2.5 |
rolling linux/noble R-4.5 | mvLSW_1.2.5.tar.gz |
1.1 MiB |
1.2.5 |
rolling source/ R- | mvLSW_1.2.5.tar.gz |
1.0 MiB |
1.2.5 |
latest linux/jammy R-4.5 | mvLSW_1.2.5.tar.gz |
1.1 MiB |
1.2.5 |
latest linux/noble R-4.5 | mvLSW_1.2.5.tar.gz |
1.1 MiB |
1.2.5 |
latest source/ R- | mvLSW_1.2.5.tar.gz |
1.0 MiB |
1.2.5 |
2026-04-26 source/ R- | mvLSW_1.2.5.tar.gz |
1.0 MiB |
1.2.5 |
2026-04-23 source/ R- | mvLSW_1.2.5.tar.gz |
1.0 MiB |
1.2.5 |
2026-04-09 windows/windows R-4.5 | mvLSW_1.2.5.zip |
1.1 MiB |
1.2.5 |
2025-04-20 source/ R- | mvLSW_1.2.5.tar.gz |
1.0 MiB |