wqc
Wavelet Quantile Correlation Analysis
Estimate and plot wavelet quantile correlations(Kumar and Padakandla,2022) between two time series. Wavelet quantile correlation is used to capture the dependency between two time series across quantiles and different frequencies. This method is useful in identifying potential hedges and safe-haven instruments for investment purposes. See Kumar and Padakandla(2022) <doi:10.1016/j.frl.2022.102707> for further details.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.1.2 |
rolling linux/jammy R-4.5 | wqc_0.1.2.tar.gz |
26.7 KiB |
0.1.2 |
rolling linux/noble R-4.5 | wqc_0.1.2.tar.gz |
26.6 KiB |
0.1.2 |
rolling source/ R- | wqc_0.1.2.tar.gz |
12.3 KiB |
0.1.2 |
latest linux/jammy R-4.5 | wqc_0.1.2.tar.gz |
26.7 KiB |
0.1.2 |
latest linux/noble R-4.5 | wqc_0.1.2.tar.gz |
26.6 KiB |
0.1.2 |
latest source/ R- | wqc_0.1.2.tar.gz |
12.3 KiB |
0.1.2 |
2026-04-26 source/ R- | wqc_0.1.2.tar.gz |
12.3 KiB |
0.1.2 |
2026-04-23 source/ R- | wqc_0.1.2.tar.gz |
12.3 KiB |
0.1.2 |
2026-04-09 windows/windows R-4.5 | wqc_0.1.2.zip |
30.9 KiB |