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.
Version: 0.1.0 Depends: biwavelet (≥ 0.20.19) Imports: iterators, spam, maps, fields, foreach, Rcpp Suggests: knitr, rmarkdown, devtools Published: 2021-01-13 DOI: 10.32614/CRAN.package.vectorwavelet Author: Tunc Oygur [aut, cre], Gazanfer Unal [aut], Tarik C. Gouhier [ctb], Aslak Grinsted [ctb], Viliam Simko [ctb] Maintainer: Tunc Oygur <info at tuncoygur.com.tr> BugReports: https://github.com/toygur/vectorwavelet/issues License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] URL: https://github.com/toygur/vectorwavelet NeedsCompilation: no CRAN checks: vectorwavelet results Documentation: Downloads: Linking:Please use the canonical form https://CRAN.R-project.org/package=vectorwavelet to link to this page.
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