vectorwavelet
Vector Wavelet Coherence for Multiple Time Series
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.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.1.0 |
rolling linux/jammy R-4.5 | vectorwavelet_0.1.0.tar.gz |
66.6 KiB |
0.1.0 |
rolling linux/noble R-4.5 | vectorwavelet_0.1.0.tar.gz |
66.6 KiB |
0.1.0 |
rolling source/ R- | vectorwavelet_0.1.0.tar.gz |
12.1 KiB |
0.1.0 |
latest linux/jammy R-4.5 | vectorwavelet_0.1.0.tar.gz |
66.6 KiB |
0.1.0 |
latest linux/noble R-4.5 | vectorwavelet_0.1.0.tar.gz |
66.6 KiB |
0.1.0 |
latest source/ R- | vectorwavelet_0.1.0.tar.gz |
12.1 KiB |
0.1.0 |
2026-04-26 source/ R- | vectorwavelet_0.1.0.tar.gz |
12.1 KiB |
0.1.0 |
2026-04-23 source/ R- | vectorwavelet_0.1.0.tar.gz |
12.1 KiB |
0.1.0 |
2026-04-09 windows/windows R-4.5 | vectorwavelet_0.1.0.zip |
69.6 KiB |
0.1.0 |
2025-04-20 source/ R- | vectorwavelet_0.1.0.tar.gz |
12.1 KiB |