Multivariate, Locally Stationary Wavelet Process Estimation
Overview
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.
Install
Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK13 OK2026-06-08
- WARNING12 OK, 1 WARNING2026-06-07
- OK14 OK2026-03-10
Documentation
- Help pages
- 11
- Examples that run
- 91%10 run in a plain check · 1 hold no code
- Exported functions with examples
- 100%
- Documented parameters
- 94%
- Return-value docs
- 100%
- Help pages citing references
- 100%
Downloads
Dependencies
Installing mvLSW adds 10 packages (8 with compiled code, 14 MB of source tarballs). Heaviest: fields 3.9 MB, spam 3.1 MB, maps 2.2 MB.
Code & Tests
People & History
Previously maintained by Simon Taylor (1.0 to 1.2.3).
Pick two releases to compare their code metrics.
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- 1.2.5Latest
- RR 4.2.0 released · 2022-04-22
- unarchivedReturned to CRAN2021-09-03
- 1.2.42021-09-03 · diff ↗
- archivedRemoved from CRAN2021-06-01check problems were not corrected in time
- RR 4.1.0 released · 2021-05-18
- RR 4.0.0 released · 2020-04-24
- 1.2.32019-08-05 · diff ↗
- RR 3.6.0 released · 2019-04-26
- 1.2.22018-10-24 · diff ↗
- RR 3.5.0 released · 2018-04-23
- 1.2.12017-09-18 · diff ↗
Show 5 earlier eventsHide 5 earlier events
- 1.2
- RR 3.4.0 released · 2017-04-21
- 1.12017-02-24 · diff ↗ ·
removed 13 exports
mvLSW, single_pqj_plot, panel_j_plot, panel_pq_plot, matrix_j_plot, RawPeriodogram, CorrectBias, AdjPositiveDef, Smooth_EWS, Smooth_GCV, PsiJLmat, modchol, PosDefEstadded 1 export
as.mvLSW - 1.02016-12-23
- RR 3.3.0 released · 2016-05-03
Package metadata
- First published
- 2016-12-23
- Total releases
- 8 / 10 yrs
- License
- GPL (>= 3) OSI
- Minimum R
- ≥ 3.2
- Download size
- 1.0 MB
Cite
Cite this package
Run in R for the authors' preferred citation:
citation("mvLSW")The package provides a citation file that builds its entry when R runs it. Run citation() to see it.
Cite the R Observatory
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