multiwave

2.0

Estimation of Multivariate Long-Memory Models Parameters

0packages depend

3.7Kdownloads / year

–test coverage

13/13checks pass

Overview

About

Maintained by Irene GannazFirst published 2015-10-285 releasesCRAN page ↗

Computation of an estimation of the long-memory parameters and the long-run covariance matrix using a multivariate model (Lobato (1999) doi:10.1016/S0304-4076(98)00038-4; Shimotsu (2007) doi:10.1016/j.jeconom.2006.01.003). Two semi-parametric methods are implemented: a Fourier based approach (Shimotsu (2007) doi:10.1016/j.jeconom.2006.01.003) and a wavelet based approach (Achard and Gannaz (2016) doi:10.1111/jtsa.12170; Achard and Gannaz (2024) doi:10.1111/jtsa.12719). Real and complex wavelets are implemented.

Install

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

install.packages("multiwave", 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-multiwave

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-multiwave

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-multiwave

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

Health

CRAN checks

13OK

Slowest check: 1.3 min · r-oldrel-windows-x86_64

Code health

None

Tests · ratio 0.00

not tracked

Coverage

None

Vignettes

README

Dependencies · direct

Check history

OK2026-06-09
13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
NOTE2026-06-08
12 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
OK2026-03-10
14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Downloads

3.7K

CRAN downloads in the past year

Rank #7,623 · ~10/day · ~307/mo

Releases R versions

Daily download trend is not available in this view yet.

48230 days

1.5K90 days

3.7K1 year

Compare downloads with other packages →

Also on112 r2u28 autocran

Dependencies

Declared dependencies

1 external dependency (excludes base and recommended)

Depends (2)

R >= 3.5signal

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

Code Composition

Rd 2,228 (58%)R 1,625 (42%)

Code characteristics

Cyclomatic complexity: 4.0 median / 19 max

Test coverage

Line coverage

–

Expression

–

Tests / Examples

–

Functions

30 0 exported

Complexity

5.2 avg / 19 max

Call network

30 nodes / 32 edges

Test coverage has not been measured for this package yet; nodes fall back to a neutral fill.

Call graph

Open call graph →

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Lowest coverage

Per-function coverage is not measured for this package yet.

People & History

People (2)

Maintainer (1)

Irene Gannaz

Author, Maintainer

Authors (2)

Irene Gannaz

Author, Maintainer

Sophie Achard

Author

Release timeline

5 releases. Pick two to compare their code metrics. R releases are shown for context.

R
R 4.6.0 released · 2026-04-24
2.0Latest
2026-03-30 · current release · diff ↗
R
R 4.5.0 released · 2025-04-11
R
R 4.4.0 released · 2024-04-24
R
R 4.3.0 released · 2023-04-21
R
R 4.2.0 released · 2022-04-22
R
R 4.1.0 released · 2021-05-18
R
R 4.0.0 released · 2020-04-24
1.4
2019-05-06 · diff ↗
R
R 3.6.0 released · 2019-04-26
R
R 3.5.0 released · 2018-04-23
R
R 3.4.0 released · 2017-04-21
1.2
2016-11-24 · diff ↗
1.1
2016-10-15 · diff ↗
R
R 3.3.0 released · 2016-05-03
1.0
2015-10-28

Show 1 earlier events

R
R 3.2.0 released · 2015-04-16

Package metadata

First published: 2015-10-28
Total releases: 5 / 11 yrs
License: GPL (>= 2) OSI
Minimum R: ≥ 3.5
Bundled data: 799 KB / 1 file
Download size: 912 KB
Installed size: not tracked yet
With dependencies: not tracked yet