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.

Version:	1.2.5
Depends:	R (≥ 3.2), fields, wavethresh, xts, zoo, methods
Published:	2022-06-14
DOI:	10.32614/CRAN.package.mvLSW
Author:	Simon Taylor [aut], Tim Park [aut], Idris Eckley [ths], Rebecca Killick [ctb], Daniel Grose [aut, cre]
Maintainer:	Daniel Grose <dan.grose at lancaster.ac.uk>
License:	GPL (≥ 3)
NeedsCompilation:	yes
Citation:	mvLSW citation info
Materials:	NEWS
In views:	TimeSeries
CRAN checks:	mvLSW results

Documentation:

Reference manual:

mvLSW.html , mvLSW.pdf

Downloads:

Package source:	mvLSW_1.2.5.tar.gz
Windows binaries:	r-devel: mvLSW_1.2.5.zip, r-release: mvLSW_1.2.5.zip, r-oldrel: mvLSW_1.2.5.zip
macOS binaries:	r-release (arm64): mvLSW_1.2.5.tgz, r-oldrel (arm64): mvLSW_1.2.5.tgz, r-release (x86_64): mvLSW_1.2.5.tgz, r-oldrel (x86_64): mvLSW_1.2.5.tgz
Old sources:	mvLSW archive

Reverse dependencies:

Reverse depends:	mvLSWimpute
Reverse imports:	AnomalyScore

Linking:

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