mvLSW

Multivariate, Locally Stationary Wavelet Process Estimation

v1.2.5 · Jun 14, 2022 · GPL (>= 3)

Description

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.

Downloads

289

Last 30 days

14269th

Last 90 days

3.5K

Last year

Trend: +12% (30d vs prior 30d)

CRAN Check Status

14 OK

Show all 14 flavors

Flavor	Status	Time
r-devel-linux-x86_64-debian-clang	OK	82.8s
r-devel-linux-x86_64-debian-gcc	OK	57.1s
r-devel-linux-x86_64-fedora-clang	OK	130.7s
r-devel-linux-x86_64-fedora-gcc	OK	125s
r-devel-macos-arm64	OK	22s
r-devel-windows-x86_64	OK	95s
r-oldrel-macos-arm64	OK
r-oldrel-macos-x86_64	OK	72s
r-oldrel-windows-x86_64	OK	119s
r-patched-linux-x86_64	OK	77.6s
r-release-linux-x86_64	OK	76.6s
r-release-macos-arm64	OK
r-release-macos-x86_64	OK	70s
r-release-windows-x86_64	OK	93s

Check History

OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

Reverse Dependencies (2)

depends

mvLSWimpute

imports

AnomalyScore

Dependency Network

Version History

new 1.2.5 Mar 10, 2026

updated 1.2.5 ← 1.2.4 diff Jun 13, 2022

updated 1.2.4 ← 1.2.3 diff Sep 2, 2021

updated 1.2.3 ← 1.2.2 diff Aug 4, 2019

updated 1.2.2 ← 1.2.1 diff Oct 23, 2018

updated 1.2.1 ← 1.2 diff Sep 17, 2017

updated 1.2 ← 1.1 diff Aug 5, 2017

updated 1.1 ← 1.0 diff Feb 23, 2017

new 1.0 Dec 22, 2016