R Observatory: Metrics for RolWinWavCor version 0.4.0

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

RolWinWavCor

0.4.0

Estimate Rolling Window Wavelet Correlation Between Two Time Series

0packages depend

1.9Kdownloads / year

–test coverage

13/13checks pass

Overview

About

Maintained by Josué M. Polanco-MartínezFirst published 2023-03-131 releasesCRAN page ↗

Estimates and plots as a heat map the rolling window wavelet correlation (RWWC) coefficients statistically significant (within the 95% CI) between two regular (evenly spaced) time series. 'RolWinWavCor' also plots at the same graphic the time series under study. The 'RolWinWavCor' was designed for financial time series, but this software can be used with other kinds of data (e.g., climatic, ecological, geological, etc). The functions contained in 'RolWinWavCor' are highly flexible since these contains some parameters to personalize the time series under analysis and the heat maps of the rolling window wavelet correlation coefficients. Moreover, we have also included a data set (named EU_stock_markets) that contains nine European stock market indices to exemplify the use of the functions contained in 'RolWinWavCor'. Methods derived from Polanco-Martínez et al (2018) doi:10.1016/j.physa.2017.08.065).

Install

R (CRAN)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("RolWinWavCor", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-rolwinwavcor

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-RolWinWavCor

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-RolWinWavCor

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

13OK

Slowest check: 59 s · r-oldrel-windows-x86_64

Code health

None

Tests · ratio 0.00

not tracked

Coverage

1

Dependencies · direct

Check history

OK2026-08-05
13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
NOTE2026-08-01
12 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
OK2026-05-10
13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
WARNING2026-05-09
12 OK · 0 NOTE · 1 WARNING · 0 ERROR · 0 FAILURE
OK2026-03-10
14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMENoVignettesNopkgdown siteNoNEWSNoCode of conductNoContributing guideNo

Examples that run: 100%
Documented parameters: not tracked
Return-value docs: not tracked
References docs: 75%

Downloads

1.9K

CRAN downloads in the past year

Rank #22,649 · ~5/day · ~155/mo

Releases R versions

Daily download trend is not available in this view yet.

12530 days

46990 days

1.9K1 year

Compare downloads with other packages →

Also on103 r2u14 autocran

Dependencies

Declared dependencies

1 external dependency (excludes base and recommended)

Depends (2)

R >= 3.6.0waveslim

Imports (0)

none

LinkingTo (0)

none

Suggests (0)

none

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

Code & Tests

Datasets

People & History

People (1)

Maintainer (1)

Josué M. Polanco-Martínez

Author, Copyright holder, Maintainer

Authors (1)

Josué M. Polanco-Martínez

Author, Copyright holder, Maintainer

Copyright holders (1)

Josué M. Polanco-Martínez

Author, Copyright holder, Maintainer

Package Timeline

1 release. R releases are shown for context.

R
R 4.6.0 released · 2026-04-24
0.4.0Latest
2026-03-10 · current release
R
R 4.5.0 released · 2025-04-11

Package metadata

First published: 2023-03-13
Total releases: 1 / 3 yrs
License: GPL (>= 2) OSI
Minimum R: ≥ 3.6.0
Bundled data: 66 KB / 1 file
Download size: 83 KB
Installed size: not tracked yet
With dependencies: not tracked yet

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("RolWinWavCor")

Format

Polanco-Martínez, J. M. (2023). RolWinWavCor: Estimate Rolling Window Wavelet Correlation Between Two Time Series (Version 0.4.0) [Computer software]. https://doi.org/10.32614/CRAN.package.RolWinWavCor

This is what citation() produces when a package has no citation file of its own. If it prints something else, use that.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

Format

APA

Balamuta, J. J. (2026). R Observatory: Metrics for RolWinWavCor version 0.4.0 [Data set]. HJJB, LLC. Data release v2026-08-17. https://doi.org/10.5281/zenodo.21843040

From data release v2026-08-17, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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