vectorwavelet R package

Download and Install

To download the development version of the package, type the following at the R command line:

install.packages("devtools")
devtools::install_github("toygur/vectorwavelet")

About vectorwavelet

The vectorwavelet R package was created for n-dimension wavelet coherence analysis for multivariate time series. Biwavelet R package was used for univariate and bivariate analysis and components.

Besides, multiple wavelet coherence (mwc) in the package is the R transformation of Matlab codes created by Ng, Eric KW, and Chan.

Quadruple (qmwc) and n-dimensional vector wavelet coherence (vwc) are used for multidimensional wavelet analysis with a vectorwavelet package.

How to cite

citation("vectorwavelet")
#> 
#> To cite package 'vectorwavelet' in publications use:
#> 
#>   Tunc Oygur and Gazanfer Unal (2020). vectorwavelet: Vector wavelet
#>   coherence for multiple time series. R package version 0.1.0.
#>   https://github.com/toygur/vectorwavelet
#> 
#> A BibTeX entry for LaTeX users is
#> 
#>   @Manual{,
#>     title = {vectorwavelet: Vector wavelet coherence for multiple time series},
#>     author = {Tunc Oygur and Gazanfer Unal},
#>     year = {2020},
#>     note = {R package version 0.1.0},
#>     url = {https://github.com/toygur/vectorwavelet},
#>   }
#> 
#> ATTENTION: This citation information has been auto-generated from the
#> package DESCRIPTION file and may need manual editing, see
#> 'help("citation")'.