mvLSW
1.2.5Multivariate, 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
- OK2026-08-0513 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- NOTE2026-08-0112 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- OK2026-06-0813 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- WARNING2026-06-0712 OK · 0 NOTE · 1 WARNING · 0 ERROR · 0 FAILURE
- OK2026-03-1014 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 100%
- Documented parameters
- 95%
- Return-value docs
- 100%
- References docs
- 100%
Downloads
Dependencies
Code & Tests
People & History
8 releases. Pick two to compare their code metrics. R releases are shown for context.
- 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
- 1.2.42021-09-03 · diff ↗
- unarchivedReturned to CRAN2021-09-03
- 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 ↗
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
- Installed size
- not tracked yet
- With dependencies
- not tracked yet
Cite
Cite this package
Run in R for the authors' preferred citation:
citation("mvLSW")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
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